谢邀，你可以做High-Frequency Statistical Arbitrage, 下面是一些相关研究: 1. High-Frequency Trading https://deutsche-boerse.com/blob/2534540/050b9a4c5c9a2fbd73eca72fe9c0ff73/data/high-frequency-trading_de.pdf2. Statistical arbitrage : high frequency pairs trading3. High Frequency and Dynamic Pairs Trading Based on Statistical Arbitrage Using a Two-Stage Correlation and Cointegration Approach4. Statistical Arbitrage in High Frequency Trading Based on Limit Order Book Dynamics http://web.stanford.edu/class/msande444/2009/2009Projects/2009-2/MSE444.pdf5. Developing High-Frequency Equities Trading Models https://dspace.mit.edu/bitstream/handle/1721.1/59122/658860705-MIT.pdf6. HJB EQUATION AND STATISTICAL ARBITRAGE APPLIED TO HIGH FREQUENCY TRADING http://etd.fcla.edu/CF/CFE0004907/MSthesis.pdf7. Statistical Arbitrage Trading Strategies and High Frequency Trading8. Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities9. High Frequency Statistical Arbitrage via the Optimal Thermal Causal Path http://gala.gre.ac.uk/13359/1/13359_Chinthalapati_High_frequency_statiscical_arbitrage_(working_paper)_2011.pdf 真钱棋牌游戏