Mean Reversion & Statistical Arbitrage

Arbitrage Strategies are very popular among Quants and HFT traders. Get detailed tutorials on implementation of Mean Reversion Theory in financial markets and the underlying mathematics.

Top Picks

Pairs Trading for Beginners: Correlation, Cointegration, Examples, and Strategy Steps

The pairs trading strategy is one of the most known trading strategies. It is based on a slight anomaly in the price of one of the pairs. With this interesting blog, find out how one takes advantage of such a price anomaly, or let us say the price deviation....
10 min read

Mean Reversion in Time Series: What it is and Trading Strategies

Mean reversion trading strategy is the most known and commonly used strategy. But, what makes it so interesting and why does it work? Find out all about mean reversion in time series in detail, with this blog....
13 min read

Mean Reversion Strategies: Introduction, Trading, Strategies and More

Introduction to mean reversion strategies and learn building blocks of a simple mean reversion strategy using three steps....
9 min read

Hurst Exponent: Calculation, Values and More

This comprehensive article gives you an insight into the Hurst Exponent and shows you how to calculate it with the help of an example....
5 min read

Mean Reversion & Statistical Arbitrage

Johansen Cointegration Test: Learn How to Implement it in Python

Master Johansen Cointegration Test in Python and unlock this powerful time-series analysis tool. Learn, apply, and interpret with the help of this comprehensive and informative tutorial....
9 min read

Pairs Trading for Beginners: Correlation, Cointegration, Examples, and Strategy Steps

The pairs trading strategy is one of the most known trading strategies. It is based on a slight anomaly in the price of one of the pairs. With this interesting blog, find out how one takes advantage of such a price anomaly, or let us say the price deviation....
10 min read

Augmented Dickey Fuller (ADF) Test for a Pairs Trading Strategy

Augmented Dickey Fuller Test for pairs trading strategy is the most useful concept for traders using a pair of stocks in their trading strategy. Find all about the ADF test in pairs trading, its importance, working and much more!...
10 min read

Mean Reversion in Time Series: What it is and Trading Strategies

Mean reversion trading strategy is the most known and commonly used strategy. But, what makes it so interesting and why does it work? Find out all about mean reversion in time series in detail, with this blog....
13 min read

Arbitrage Strategies: Understanding Working of Statistical Arbitrage

Statistical arbitrage strategies are pretty helpful when it comes to investing in a diverse portfolio with a lot of securities. With this blog, explore different tangents of stat arb such as the meaning, working, types and pros and cons!...
9 min read

Market Inefficiency: What it is, Types, Examples, Trading, and More

Market inefficiency - is it something that a trader should explore? How does one trade in an inefficient market and how does it help a trader? This blog explains....
13 min read

Dynamic Selection of Pairs for Statistical Arbitrage

Model a Statistical Arbitrage trading strategy and learn to quantitatively analyse the modelling results through this EPAT project on algorithmic trading....
14 min read

Mean Reversion Strategies: Introduction, Trading, Strategies and More

Introduction to mean reversion strategies and learn building blocks of a simple mean reversion strategy using three steps....
9 min read

Hurst Exponent: Calculation, Values and More

This comprehensive article gives you an insight into the Hurst Exponent and shows you how to calculate it with the help of an example....
5 min read

Statistical Arbitrage: Pair Trading In The Mexican Stock Market [EPAT PROJECT]

Only a few algo trading firms operate in the Mexican stock exchange. Contrary to a more developed market, arbitrage opportunities aren’t readily realized....
7 min read