Before revision:  On the basis of relevant three thresholds (\theta, \varepsilon,\Omega), namely, starting (\theta) , profit-taking (\varepsilon) and stop-loss (\Omega), for the `first-passage process' of the spread (gap) between two highly-correlated stocks, we construct an effective strategy to make a trade via `active' stock-pairs automatically.
After revision:  On the basis of relevant three thresholds , namely, starting (\theta) , profit-taking (\varepsilon) and stop-loss (\Omega), for the `first-passage process' of the spread (gap) between two highly-correlated stocks, we construct an effective strategy to make a trade via `active' stock-pairs automatically.