Engin SorhunWHEN STOCKS TANGO: THE MAGIC OF PAIR TRADINGWe explore the pair trading, focusing on how co-integration and stationarity as well as other factors can identify opportunities on…Nov 19
InInsiderFinance WirebyGaille AmolongMeet the 121 Model: An LSTM-Driven Cointegration Strategy for High-Yield TradingBefore I start, I’d like to say thank you to the Medium finance community (and Tyler) for your valuable feedback on my previous work…Oct 318
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 1Pairs Trading Strategies in CryptocurrenciesSep 5Sep 5
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 2Pairs Trading Strategies in CryptocurrenciesSep 5Sep 5
Trading Tech AIBuilding and Backtesting Pairs Trading Strategies with Cointegration and Machine LearningAug 18Aug 18
Engin SorhunWHEN STOCKS TANGO: THE MAGIC OF PAIR TRADINGWe explore the pair trading, focusing on how co-integration and stationarity as well as other factors can identify opportunities on…Nov 19
InInsiderFinance WirebyGaille AmolongMeet the 121 Model: An LSTM-Driven Cointegration Strategy for High-Yield TradingBefore I start, I’d like to say thank you to the Medium finance community (and Tyler) for your valuable feedback on my previous work…Oct 318
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 1Pairs Trading Strategies in CryptocurrenciesSep 5
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 2Pairs Trading Strategies in CryptocurrenciesSep 5
Trading Tech AIBuilding and Backtesting Pairs Trading Strategies with Cointegration and Machine LearningAug 18
InQuantodian: Tracking BitcoinbyQuantodianBitcoin’s time-based power-law and cointegration revisitedMore support for the time-based power law modelJan 31
Tshilidzi MarwalaCo-integration and Causality in Time Series Data Tshilidzi MarwalaOn March 4, 2024, I hosted Nobel Laureate Robert Engle at the United Nations University in Tokyo, Japan. This was a follow-up to my 2018…Mar 5
Dr. Marc JacobsCointegration of Time-Series in RUsing the possible relationship between vaccination rate and excess mortality as a show case.Sep 6, 20221