尽管在短期内残差时常偏离其均值，但从长远来看，残差会回归到均值附近。因

Although the residuals often deviate from their mean in the short term, in the long run, the residuals will return to near the mean. Therefore, when determining the arbitrage interval, the setting of the trading signal needs to refer to the standard deviation of the residual sequence. The common arbitrage model will use ± 0.75σ as the opening point and a value of 0 to set the profit point. In the setting of the stop loss point,

Although the residuals often deviate from their mean in the short term, in the long run they return to near the mean. Therefore, in determining the arbitrage range, the setting of the trading signal requires reference to the standard deviation of the residual series, and the common arbitrage model will be set as the opening point with a position of 0.75, with a value of 0 as the profit point. On the setting of the stop loss point,

Although the residual often deviates from the mean value in the short term, in the long run, the residual will return to the vicinity of the mean value. Therefore, when determining the arbitrage range, the setting of transaction signal needs to refer to the standard deviation of the residual sequence. The common arbitrage model will take ± 0.75 σ as the opening point, and the zero value will set the stop surplus point. In the setting of stop loss point,