Mean Reversion & Statistical Arbitrage

Aug 29, 2022

10 min read

Pairs Trading Basics: Correlation, Cointegration And Strategy

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....

Jul 25, 2022

9 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!...

Jun 13, 2022

12 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....

May 25, 2022

8 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!...

May 11, 2022

13 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....

Feb 07, 2022

14 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....

Jul 05, 2021

11 min read

Statistical Arbitrage - Pair Trading in the Brazilian Stock Market

A detailed look into Brazil’s stock market, as Dr. Luiz Guedes explains his project where he modelled a Statistical Arbitrage Pair Trading strategy to Brazil’s B3 (former Bovespa) stock market exchange....

May 10, 2021

11 min read

Kalman Filter Techniques And Statistical Arbitrage In China's Futures Market In Python

China’s futures market - This project focuses to identify opportunities using Statistical Arbitrage, various Pair trading techniques, and Python. A project by EPATian Xing Tao....

Feb 15, 2021

9 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....