Statistical Arbitrage 2022

RobotWealth

By Ore... on Jan 30, 2024

RobotWealth – Statistical Arbitrage 2022

Statistical Arbitrage You will learn a simple, high-probability, quantitative approach to trading that can work for you, the non-professional trader.

Lesson Content

  • Pairs Trading Universe Selection Process Review
  • Equity Pair Trading Pipeline: Dealing with Raw Data and Stock Universe Selection
  • Equity Pair Trading Pipeline: Creating the Pairs Universe
  • Equity Pair Trading Pipeline: Creating Synthetic Spreads and ZScores
  • Equity Pair Trading Pipeline: A Shit-Ton of Backtests
  • Equity Pair Trading Pipeline: The Euclidean Distance Factor
  • Equity Pair Trading Pipeline: Putting the Feature Pipeline Together
  • Equity Pair Trading Pipeline: Graphical Lasso and 2022 Pairs
  • Broker and Universe Selection Trade-offs

RobotWealth – Statistical Arbitrage 2022, Statistical Arbitrage 2022, RobotWealth.

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