这道题目不是很典型吧？

NO.PZ2019012201000057 问题如下 Next, Leeter scribes theinvestment approaof the Kopernicus Fun Kopernicus makes extensive use ofmarket ta to support its primary focus—pairs trang between instry peers.Statistictechniques intify two securities thhave been highly correlateith eaother in the past. If the prirelationship between a pair verges,Kopernicus expects mereversion over a few ys or weeks anplaceslong–short positions accorngly to take aantage of the vergence. Whiriskmanagement methois the Kopernicus Funmost likely to use to offsetthe primary risk of its strategy? A.Proper intification of the pairs B.Frequent use of stop-loss orr rules C.Extensive analysis of the limit orr book The biggest risk in pairs trang is thatthe observeprivergenis not temporary ancoule to structuralreasons. Frequent use of stop-loss rules, whiare set to exit tras when aloss limit is reache aresses this risk. A is incorrect. Although properintification of the pairs to useis criticto the success of thisstatisticarbitrage strategy, the selection process alone es nothing toaress the risk thchanges in funmentals between the companies in the pairmoccur, thereextenng (or eliminating) priconvergence. C is incorrect. Using the limit orr bookto intify pairs pricing anomalies implies a very short time frame—brief afew millisecon—anfocuses onhigh-frequentrang. Kopernicus lets tras plout for ys or weeks;therefore, using the limit orr book will not help it. 请问老师，该知识点的出处是哪里。另外请问下，有没有相关的知识点。谢谢老师

NO.PZ2019012201000057问题如下 Next, Leeter scribes theinvestment approaof the Kopernicus Fun Kopernicus makes extensive use ofmarket ta to support its primary focus—pairs trang between instry peers.Statistictechniques intify two securities thhave been highly correlateith eaother in the past. If the prirelationship between a pair verges,Kopernicus expects mereversion over a few ys or weeks anplaceslong–short positions accorngly to take aantage of the vergence. Whiriskmanagement methois the Kopernicus Funmost likely to use to offsetthe primary risk of its strategy?A.Proper intification of the pairsB.Frequent use of stop-loss orr rulesC.Extensive analysis of the limit orr bookThe biggest risk in pairs trang is thatthe observeprivergenis not temporary ancoule to structuralreasons. Frequent use of stop-loss rules, whiare set to exit tras when aloss limit is reache aresses this risk. A is incorrect. Although properintification of the pairs to useis criticto the success of thisstatisticarbitrage strategy, the selection process alone es nothing toaress the risk thchanges in funmentals between the companies in the pairmoccur, thereextenng (or eliminating) priconvergence. C is incorrect. Using the limit orr bookto intify pairs pricing anomalies implies a very short time frame—brief afew millisecon—anfocuses onhigh-frequentrang. Kopernicus lets tras plout for ys or weeks;therefore, using the limit orr book will not help it. 我想请问一下这里核心是不是pair股价往相反方向发展，为了止损赶紧用stop loss市场价交易？limit orr可能成交不了。

NO.PZ2019012201000057 问题如下 Next, Leeter scribes theinvestment approaof the Kopernicus Fun Kopernicus makes extensive use ofmarket ta to support its primary focus—pairs trang between instry peers.Statistictechniques intify two securities thhave been highly correlateith eaother in the past. If the prirelationship between a pair verges,Kopernicus expects mereversion over a few ys or weeks anplaceslong–short positions accorngly to take aantage of the vergence. Whiriskmanagement methois the Kopernicus Funmost likely to use to offsetthe primary risk of its strategy? A.Proper intification of the pairs B.Frequent use of stop-loss orr rules C.Extensive analysis of the limit orr book The biggest risk in pairs trang is thatthe observeprivergenis not temporary ancoule to structuralreasons. Frequent use of stop-loss rules, whiare set to exit tras when aloss limit is reache aresses this risk. A is incorrect. Although properintification of the pairs to useis criticto the success of thisstatisticarbitrage strategy, the selection process alone es nothing toaress the risk thchanges in funmentals between the companies in the pairmoccur, thereextenng (or eliminating) priconvergence. C is incorrect. Using the limit orr bookto intify pairs pricing anomalies implies a very short time frame—brief afew millisecon—anfocuses onhigh-frequentrang. Kopernicus lets tras plout for ys or weeks;therefore, using the limit orr book will not help it. A is incorrect. Although proper intification of the pairs to useis criticto the success of this statisticarbitrage strategy, the selection process alone es nothing to aress the risk thchanges in funmentals between the companies in the pair moccur, thereextenng (or eliminating) priconvergence.“A不正确。虽然正确识别要使用的配对对这种统计套利策略的成功至关重要，但选择过程本身并不能解决公司间基本面变化的风险，这种变化可能导致价格趋同的延长（或消失）。” 似乎A有一定道理啊

NO.PZ2019012201000057 问题如下 Next, Leeter scribes theinvestment approaof the Kopernicus Fun Kopernicus makes extensive use ofmarket ta to support its primary focus—pairs trang between instry peers.Statistictechniques intify two securities thhave been highly correlateith eaother in the past. If the prirelationship between a pair verges,Kopernicus expects mereversion over a few ys or weeks anplaceslong–short positions accorngly to take aantage of the vergence. Whiriskmanagement methois the Kopernicus Funmost likely to use to offsetthe primary risk of its strategy? A.Proper intification of the pairs B.Frequent use of stop-loss orr rules C.Extensive analysis of the limit orr book The biggest risk in pairs trang is thatthe observeprivergenis not temporary ancoule to structuralreasons. Frequent use of stop-loss rules, whiare set to exit tras when aloss limit is reache aresses this risk. A is incorrect. Although properintification of the pairs to useis criticto the success of thisstatisticarbitrage strategy, the selection process alone es nothing toaress the risk thchanges in funmentals between the companies in the pairmoccur, thereextenng (or eliminating) priconvergence. C is incorrect. Using the limit orr bookto intify pairs pricing anomalies implies a very short time frame—brief afew millisecon—anfocuses onhigh-frequentrang. Kopernicus lets tras plout for ys or weeks;therefore, using the limit orr book will not help it. 可以详细一下B和C吗？为什么这个可以帮助offset pair trang风险啊？

NO.PZ2019012201000057 问题如下 Next, Leeter scribes theinvestment approaof the Kopernicus Fun Kopernicus makes extensive use ofmarket ta to support its primary focus—pairs trang between instry peers.Statistictechniques intify two securities thhave been highly correlateith eaother in the past. If the prirelationship between a pair verges,Kopernicus expects mereversion over a few ys or weeks anplaceslong–short positions accorngly to take aantage of the vergence. Whiriskmanagement methois the Kopernicus Funmost likely to use to offsetthe primary risk of its strategy? A.Proper intification of the pairs B.Frequent use of stop-loss orr rules C.Extensive analysis of the limit orr book The biggest risk in pairs trang is thatthe observeprivergenis not temporary ancoule to structuralreasons. Frequent use of stop-loss rules, whiare set to exit tras when aloss limit is reache aresses this risk. A is incorrect. Although properintification of the pairs to useis criticto the success of thisstatisticarbitrage strategy, the selection process alone es nothing toaress the risk thchanges in funmentals between the companies in the pairmoccur, thereextenng (or eliminating) priconvergence. C is incorrect. Using the limit orr bookto intify pairs pricing anomalies implies a very short time frame—brief afew millisecon—anfocuses onhigh-frequentrang. Kopernicus lets tras plout for ys or weeks;therefore, using the limit orr book will not help it. 如题