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AENAON Syncro Equities uses a speculative investment strategy that looks for pairs of assets that historically have moved together and tries to exploit cases of relative mispricing.
More specifically, it assumes that a long-term pricing relationship exists between the two stocks and that the time series of their price spread is stationary. If their spread deviates from its long-term mean by more than a pre-specified threshold, the system shorts the asset which is overpriced and goes long the relatively underpriced one. When the spread converges to its long-term mean the system exits the position, making a profit.