---
title: "Useful Links"
url: https://arb-maker.com/support/useful-links/
description: "Archived ArbMaker reading list on cointegration, autocorrelation and pairs trading."
published: 2026-08-10
updated: 2026-08-10
---

# Useful Links

Published 2026-08-10

Much literature exits on cointegration in academic textbooks, academic articles and other more practical sources. A few are below.

1. “A Drunk and Her Dog: An Illustration of Cointegration and Error Correction”

2. “A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage”

3. Lags, Autocorrelation & The consequences of Autocorrelation

4. Pairs trading – Potentially twice the return, half the risk