{"id":"W3125740950","doi":"10.1287/mnsc.2017.2825","title":"Empirical Investigation of an Equity Pairs Trading Strategy","year":2017,"lang":"en","type":"article","venue":"Management Science","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":90,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"University of British Columbia; University of Oregon","keywords":"Equity (law); Momentum (technical analysis); Trading strategy; Financial economics; Economics; Econometrics; Term (time); Business; Physics; Political science; Law","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001556182,0.00008947622,0.0001657822,0.0001864212,0.0005652005,0.000401795,0.0008981324,0.00002768873,0.00008588197],"category_scores_gemma":[0.00006774781,0.00009497126,0.0000357807,0.0001868111,0.0008013704,0.001613526,0.0002483699,0.00005102096,0.00002635598],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005664489,"about_ca_system_score_gemma":0.00001880183,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001741069,"about_ca_topic_score_gemma":0.00001421605,"domain_scores_codex":[0.9989252,0.000007682948,0.0003246854,0.0003877426,0.00009700601,0.0002576673],"domain_scores_gemma":[0.9989455,0.000007324728,0.0003682243,0.0005762374,0.0000177484,0.00008497477],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.000005690686,0.00004504854,0.1146315,0.00004475461,0.000006555092,0.000003279981,0.0001830616,0.00003428457,0.0001273743,0.8754706,0.0002797722,0.009167997],"study_design_scores_gemma":[0.0001740104,0.00008431874,0.8017916,0.00001217287,0.000002455438,2.393156e-7,0.0001265602,0.005952159,0.0002900584,0.1906366,0.0008198767,0.0001099544],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.686446,0.00003321163,0.000401346,0.0002272716,0.0002036134,0.0001212379,0.0000065871,0.00001673344,0.312544],"genre_scores_gemma":[0.9979198,0.00002703917,0.001552997,0.0001243879,0.00002963633,0.00000903152,0.000001844789,0.000004996755,0.000330283],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6871601,"threshold_uncertainty_score":0.4347123,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1394676198913831,"score_gpt":0.3172111927216807,"score_spread":0.1777435728302975,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}