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....
11 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....
14 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....
6 min read

Mean Reversion & Statistical Arbitrage

Mean Reversion Strategies: Introduction, Trading, Strategies and More

Get to know the essentials of mean reversion strategies and master a simple strategy with real-life examples. Moreover, unlock powerful trading insights with our expert guide....
Mean Reversion & Statistical Arbitrage
12 min read

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....
Mean Reversion & Statistical Arbitrage
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....
Mean Reversion & Statistical Arbitrage
11 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!...
Mean Reversion & Statistical Arbitrage
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....
Mean Reversion & Statistical Arbitrage
14 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!...
Mean Reversion & Statistical Arbitrage
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....
Mean Reversion & Statistical Arbitrage
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....
Mean Reversion & Statistical Arbitrage
15 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....
Mathematics and Econometrics
6 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....
EPAT Trading Projects
7 min read