{"id":98,"date":"2025-06-16T10:01:14","date_gmt":"2025-06-16T10:01:14","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=98"},"modified":"2025-06-16T10:01:15","modified_gmt":"2025-06-16T10:01:15","slug":"pairs-trading-strategy","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/pairs-trading-strategy\/","title":{"rendered":"\u30da\u30a2\u30c8\u30ec\u30fc\u30c9\u6226\u7565\uff08Pairs Trading Strategy\uff09"},"content":{"rendered":"\n

\u30da\u30a2\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3068\u306f\u30012\u3064\u306e\u76f8\u95a2\u6027\u306e\u9ad8\u3044\u8cc7\u7523\u9593\u306e\u4fa1\u683c\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u5909\u5316\u3092\u5229\u7528\u3057\u3001\u4e00\u65b9\u3092\u8cb7\u3044\u3001\u3082\u3046\u4e00\u65b9\u3092\u7a7a\u58f2\u308a\u3059\u308b\u3053\u3068\u3067\u5229\u76ca\u3092\u72d9\u3046\u9ad8\u983b\u5ea6\u53d6\u5f15\uff08HFT\uff09\u306e\u624b\u6cd5\u3067\u3059\u3002\u3053\u306e\u6226\u7565\u306e\u6838\u3068\u306a\u308b\u8003\u3048\u65b9\u306f\u300c\u5e73\u5747\u56de\u5e30\uff08mean reversion\uff09\u300d\u3067\u3059\u3002\u3064\u307e\u308a\u30012\u3064\u306e\u95a2\u9023\u8cc7\u7523\u9593\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u904e\u53bb\u306e\u5e73\u5747\u304b\u3089\u4e56\u96e2\u3057\u305f\u5834\u5408\u3001\u305d\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u306f\u3084\u304c\u3066\u5e73\u5747\u306b\u623b\u308b\u50be\u5411\u304c\u3042\u308b\u3068\u3044\u3046\u524d\u63d0\u306b\u57fa\u3065\u3044\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n

\u3053\u306e\u6226\u7565\u306f\u3001\u300eHigh-Frequency Trading\uff08\u9ad8\u983b\u5ea6\u53d6\u5f15\uff09\u300f\u3068\u3044\u3046\u66f8\u7c4d\u3067\u306e\u8b70\u8ad6\u3092\u3082\u3068\u306b\u767a\u5c55\u3057\u305f\u3082\u306e\u3067\u3059\u3002\u5b9f\u969b\u306b\u306f\u3001\u76f8\u95a2\u6027\u306e\u9ad8\u3044\u91d1\u878d\u8cc7\u7523\uff08\u682a\u5f0f\u3001\u5148\u7269\u3001\u901a\u8ca8\u30da\u30a2\u306a\u3069\uff09\u30921\u7d44\u307e\u305f\u306f\u8907\u6570\u9078\u3073\u3001\u305d\u308c\u3089\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u3092\u8a08\u7b97\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n

\u5177\u4f53\u7684\u306a\u624b\u9806\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3067\u3059\uff1a<\/p>\n\n\n\n

    \n
  1. \u9ad8\u3044\u76f8\u95a2\u6027\u3092\u6301\u3064\u8cc7\u7523\u30da\u30a2\u306e\u9078\u5b9a<\/strong>
    \u3000\u4f8b\uff1a\u540c\u4e00\u696d\u7a2e\u306e2\u9298\u67c4\u306a\u3069\u3002<\/li>\n\n\n\n
  2. \u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u8a08\u7b97<\/strong>
    \u3000\u4e00\u822c\u7684\u306b\u306f\u3001\u5358\u7d14\u306a\u4fa1\u683c\u5dee\u3001\u6a19\u6e96\u5316\u30b9\u30d7\u30ec\u30c3\u30c9\u3001\u307e\u305f\u306f\u5171\u7a4d\u6027\uff08cointegration\uff09\u95a2\u4fc2\u3092\u5229\u7528\u3057\u307e\u3059\u3002<\/li>\n\n\n\n
  3. \u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u95be\u5024\u306e\u8a2d\u5b9a<\/strong>
    \u3000\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u3042\u3089\u304b\u3058\u3081\u5b9a\u3081\u305f\u4e0a\u9650\u307e\u305f\u306f\u4e0b\u9650\u3092\u8d85\u3048\u305f\u5834\u5408\u3001\u305d\u308c\u306f\u5e73\u5747\u304b\u3089\u306e\u4e56\u96e2\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/li>\n\n\n\n
  4. \u53d6\u5f15\u30a2\u30af\u30b7\u30e7\u30f3\u306e\u5b9f\u884c<\/strong>
    \u3000\u4f8b\u3048\u3070\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u62e1\u5927\u3057\u3059\u304e\u305f\u5834\u5408\u306b\u306f\u3001\u5272\u5b89\u306a\u8cc7\u7523\u3092\u8cb7\u3044\u3001\u5272\u9ad8\u306a\u8cc7\u7523\u3092\u58f2\u308b\u3053\u3068\u3067\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u53ce\u675f\u306b\u4f34\u3046\u5229\u76ca\u3092\u72d9\u3044\u307e\u3059\u3002<\/li>\n\n\n\n
  5. \u640d\u5207\u308a\u30fb\u5229\u78ba\u30e9\u30a4\u30f3\u306e\u8a2d\u5b9a<\/strong>
    \u3000\u30ea\u30b9\u30af\u7ba1\u7406\u306e\u305f\u3081\u306b\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u4e00\u5b9a\u306e\u7bc4\u56f2\u3092\u8d85\u3048\u305f\u969b\u306b\u306f\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u30af\u30ed\u30fc\u30ba\u3059\u308b\u305f\u3081\u306e\u640d\u5207\u308a\u30fb\u5229\u78ba\u306e\u57fa\u6e96\u3092\u8a2d\u3051\u307e\u3059\u3002<\/li>\n<\/ol>\n\n\n\n

    <\/p>\n\n\n\n

    \u6210\u529f\u3059\u308b\u30da\u30a2\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u306e\u9375\u306f\u3001\u9069\u5207\u306a\u8cc7\u7523\u306e\u9078\u5b9a<\/strong>\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u6b63\u78ba\u306a\u8a08\u7b97<\/strong>\u3001\u6709\u52b9\u306a\u95be\u5024\u306e\u8a2d\u5b9a<\/strong>\u3001\u304a\u3088\u3073\u305d\u308c\u306b\u57fa\u3065\u3044\u305f\u53d6\u5f15\u306e\u5b9f\u884c<\/strong>\u3067\u3059\u3002\u3053\u306e\u624b\u6cd5\u306f\u9ad8\u983b\u5ea6\u53d6\u5f15\u6280\u8853\u3068\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u306b\u5927\u304d\u304f\u4f9d\u5b58\u3057\u3066\u304a\u308a\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u5e02\u5834\u30c7\u30fc\u30bf\u3001\u9ad8\u901f\u306a\u53d6\u5f15\u57f7\u884c\u3001\u305d\u3057\u3066\u77ed\u6642\u9593\u3067\u306e\u5c0f\u3055\u306a\u5229\u76ca\u306e\u7a4d\u307f\u91cd\u306d\u3092\u76ee\u7684\u3068\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

    \u305f\u3060\u3057\u3001\u3053\u306e\u6226\u7565\u306b\u306f\u30ea\u30b9\u30af\u3082\u4f34\u3044\u307e\u3059\u3002\u8cc7\u7523\u9593\u306e\u76f8\u95a2\u95a2\u4fc2\u304c\u6642\u9593\u3068\u5171\u306b\u5909\u5316\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u3001\u305d\u306e\u5834\u5408\u30b9\u30d7\u30ec\u30c3\u30c9\u306f\u5e73\u5747\u306b\u623b\u3089\u305a\u62e1\u5927\u3057\u7d9a\u3051\u308b\u53ef\u80fd\u6027\u3082\u3042\u308a\u307e\u3059\u3002\u307e\u305f\u3001\u9ad8\u983b\u5ea6\u53d6\u5f15\u306b\u306f\u5805\u7262\u306a\u6280\u8853\u57fa\u76e4\u304c\u5fc5\u8981\u3067\u3042\u308a\u3001\u53d6\u5f15\u30b3\u30b9\u30c8\u3084\u5e02\u5834\u6d41\u52d5\u6027\u306a\u3069\u306b\u3082\u6ce8\u610f\u3092\u6255\u3046\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

    Java\u306e\u30b3\u30fc\u30c9\u4f8b<\/strong><\/h2>\n\n\n\n
    import java.util.HashMap;\nimport java.util.Map;\n\npublic class PairsTradingStrategyDemo {\n\n    public static void main(String[] args) {\n        Map<String, Double> priceData = new HashMap<>(); \n\n        priceData.put(\"Asset1\", 100.0);\n        priceData.put(\"Asset2\", 120.0);\n\n        pairsTradingStrategy(priceData);\n    }\n\n    private static void pairsTradingStrategy(Map<String, Double> priceData) {\n        double asset1Price = priceData.get(\"Asset1\");\n        double asset2Price = priceData.get(\"Asset2\");\n\n        double spread = asset1Price - asset2Price;\n\n        double threshold = 10.0;\n\n        if (spread > threshold) {\n            System.out.println(\"Sell Asset1, Buy Asset2\");\n        } else if (spread < -threshold) {\n            System.out.println(\"Sell Asset2, Buy Asset1\");\n        } else {\n            System.out.println(\"No trading signal\");\n        }\n    }\n}<\/pre>\n\n\n\n
    Python\u306e\u30b3\u30fc\u30c9\u4f8b<\/strong><\/h2>\n\n\n\n
    import java.util.HashMap;\nimport java.util.Map;\n\npublic class PairsTradingStrategyDemo {\n\n    public static void main(String[] args) {\n        Map<String, Double> priceData = new HashMap<>(); \n\n        priceData.put(\"Asset1\", 100.0);\n        priceData.put(\"Asset2\", 120.0);\n\n        pairsTradingStrategy(priceData);\n    }\n\n    private static void pairsTradingStrategy(Map<String, Double> priceData) {\n        double asset1Price = priceData.get(\"Asset1\");\n        double asset2Price = priceData.get(\"Asset2\");\n\n        double spread = asset1Price - asset2Price;\n\n        double threshold = 10.0;\n\n        if (spread > threshold) {\n            System.out.println(\"Sell Asset1, Buy Asset2\");\n        } else if (spread < -threshold) {\n            System.out.println(\"Sell Asset2, Buy Asset1\");\n        } else {\n            System.out.println(\"No trading signal\");\n        }\n    }\n}<\/pre>\n","protected":false},"excerpt":{"rendered":"
    \u30da\u30a2\u30c8\u30ec\u30fc\u30c9\u6226\u7565\u3068\u306f\u30012\u3064\u306e\u76f8\u95a2\u6027\u306e\u9ad8\u3044\u8cc7\u7523\u9593\u306e\u4fa1\u683c\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u5909\u5316\u3092\u5229\u7528\u3057\u3001\u4e00\u65b9\u3092\u8cb7\u3044\u3001\u3082\u3046\u4e00\u65b9\u3092\u7a7a\u58f2\u308a\u3059\u308b\u3053\u3068\u3067\u5229\u76ca\u3092\u72d9\u3046\u9ad8\u983b\u5ea6\u53d6\u5f15\uff08HFT\uff09\u306e\u624b\u6cd5\u3067\u3059\u3002\u3053\u306e\u6226\u7565\u306e\u6838\u3068\u306a\u308b\u8003\u3048\u65b9\u306f\u300c\u5e73\u5747\u56de\u5e30\uff08mean reversi […]<\/p>\n","protected":false},"author":1,"featured_media":99,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-98","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2025\/06\/pairs_trading_cover-2022071814352432.png?fit=1912%2C920&ssl=1","author_info":{"display_name":"admin","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/admin\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/98","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=98"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/98\/revisions"}],"predecessor-version":[{"id":100,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/98\/revisions\/100"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/99"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=98"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=98"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=98"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}