# A pairs trading strategy based on linear state space models and the Kalman filter

> Research article (Quantitative Finance, 2016) · cited 30× · AI/ML

**Wikidata**: [openalex:W2345218538](https://www.wikidata.org/wiki/openalex:W2345218538)  
**Source**: https://4ort.xyz/entity/a-pairs-trading-strategy-based-on-linear-state-space-models-and-the-kalman-filter