Kalman Filter Techniques And Statistical Arbitrage In China's Futures Market In Python [EPAT PROJECT]
The project focuses on China’s futures market using Statistical Arbitrage and Pair trading techniques....
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.
Arbitrage Strategies: Understanding Working of Statistical Arbitrage
Statistical arbitrage is a strategy which exploits relative mispricing of closely related stocks based on arbitrage pricing and statistical relationships...
Implement Johansen Test for Cointegration in Python
In this blogpost, you will understand the essence of the Johansen Cointegration Test and learn how to implement it in Python....
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....
Mean Reversion Strategies: Introduction & Building Blocks
Introduction to mean reversion and learn building blocks of a simple mean reversion strategy using three steps....
Mean Reversion in Time Series
This post explores the mean-reverting property of time series, stationary and non-stationary time series and the popular pairs trading strategy....
Statistical Arbitrage Strategy In R - By Jacques Joubert [EPAT PROJECT]
This article focuses on statistical arbitrage, coded in R. It is a combination of EPAT class notes and author’s source code....
Pair Trading Strategy
Pair trading is a trading strategy that matches a long position in one stock/asset with an offsetting position in another stock/asset that is statistically related...