To get the ball rolling, here's the very first block of links.

1] Rebalancing a portfolio of ETFs with”mean-variance” principles. Instead of employing the regular covariance matrix of ETFs, the authors employ its modifiion according to Spearman's rho.

Https://cssanalytics.wordpress.com/2...-optimization/


2] Pairs trading of US goldmine stocks, with Kendall's tau and Spearman's rho utilized to Choose the pairs. Several trading egies have been considered, including cointegration-based trading and copula-based trading.

Https://thesis.eur.nl/pub/34694/Landgraf.pdf


3] Pairs trading of ETFs, with Kendall's tau utilized to Choose the pairs. Copula-based egy is thought.

https://www.quantconnect.com/tutoria...s-trading-egy/
https://www.nigeriaforextrading.com/...8821544008.pdf