TY - JOUR T1 - Correlation Trading Strategies: <em>Opportunities and Limitations</em> JF - The Journal of Trading SP - 14 LP - 32 DO - 10.3905/jot.2016.11.4.014 VL - 11 IS - 4 AU - Gunter Meissner Y1 - 2016/09/30 UR - https://pm-research.com/content/11/4/14.abstract N2 - This article gives an overview of and analyzes the most popular correlation trading strategies in financial practice. Six correlation strategies are discussed: 1) empirical correlation trading, 2) pairs trading, 3) multiasset options, 4) structured products, 5) correlation swaps, and 6) dispersion trading. Additionally, this article briefly focuses on trading correlation and outlines the risk managing properties of correlation products.TOPICS: Statistical methods, risk management ER -