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 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....
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....
12 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

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....
14 min read