A Survey on the Pairs Transactions Strategy of in Stock Market of Iran (Case Study of Investment Companies of the Stock Market)

Some investors use a variety of strategies to seek and understanding of the general behavior of the stock market and to earn profits. One of these strategies in stock trading is pairs trading strategy. To find the stock’s price of two stocks wich  have been moved Same together in the Past. This study aimed to evaluate the strategy of pairs trading in the stock market in Iran. The Collected data Comes from a sample of  investment companies for the period 1384 to 1394. To identify pairs of stocks, a one-year period is considered and correlation and cointegration tests by EViews software are used. Then research questions were examined by Mtlab software and software designed for pairs trading strategy (developed by authors). the results indicate that the strategy is feasible and beneficial in most years.