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.

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....

Feb 22, 2020

20 min read

All About Time Series: Analysis and Forecasting

Learn about Time Series Data Analysis and its applications in Python. Learn types, components, decomposing, forecasting, calculating, plotting and validating Time Series....

Oct 23, 2019

13 min read

Pairs Trading Basics: Correlation, Cointegration And Strategy

Learn all about Pairs trading! Covers Pairs trading basics and concepts like correlation, cointegration and Z-score. Create a pairs trading strategy....

Oct 29, 2018

5 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....