Quantopian Academia and Data Science Lead Max Margenot presents, "Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading." In algorithmic trading, information is king. You can tease out an edge to trade on even by using only the most basic properties of time series. In this talk, Max will cover the statistics that ground the trading logic when conducting pairs trades and discuss how to find pairs.
The lecture that Max uses in this webinar is called "Integration, Cointegration, and Stationarity". Follow along here: bit.ly/2gSu0Nb.
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