Harbourfront TechnologiesWhen Correlations Break or Hold: Strategies for Effective Hedging and TradingPractical applications to exploit the negative correlation between equity prices and their volatility.5d ago
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 1Pairs Trading Strategies in CryptocurrenciesSep 5
T Z J YHow to Prepare for a Statistical Arbitrage Interview: A ComprehGuideStatistical arbitrage (stat arb) is a popular trading strategy used by quantitative hedge funds and proprietary trading firms. Interviews…Sep 22Sep 22
InFunny AI & QuantbyPham The AnhStatArb Pairs: Optimized Mean-Reversion Trading SystemPairs trading system: Cointegrated stock arbitrage. Uses mean reversion, z-scores, kappa, half-life. Optimized via Bayesian methods.Jul 141Jul 141
T Z J YWhen and Why Statistical Arbitrage May Not Be ProfitableStatistical arbitrage, while a popular quantitative trading strategy, doesn’t always guarantee profitability. Several factors can lead to…Sep 22Sep 22
Harbourfront TechnologiesWhen Correlations Break or Hold: Strategies for Effective Hedging and TradingPractical applications to exploit the negative correlation between equity prices and their volatility.5d ago
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 1Pairs Trading Strategies in CryptocurrenciesSep 5
T Z J YHow to Prepare for a Statistical Arbitrage Interview: A ComprehGuideStatistical arbitrage (stat arb) is a popular trading strategy used by quantitative hedge funds and proprietary trading firms. Interviews…Sep 22
InFunny AI & QuantbyPham The AnhStatArb Pairs: Optimized Mean-Reversion Trading SystemPairs trading system: Cointegrated stock arbitrage. Uses mean reversion, z-scores, kappa, half-life. Optimized via Bayesian methods.Jul 141
T Z J YWhen and Why Statistical Arbitrage May Not Be ProfitableStatistical arbitrage, while a popular quantitative trading strategy, doesn’t always guarantee profitability. Several factors can lead to…Sep 22
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 3Pairs Trading Strategies in CryptocurrenciesSep 5
T Z J YStatistical Arbitrage Alpha Research: A Comprehensive Guide with Python (Code Included)Statistical arbitrage (StatArb) is a popular quantitative trading strategy used by hedge funds and institutional investors to exploit…Sep 17
Johnny TungStatistical Arbitrage in Cryptocurrencies — Part 2Pairs Trading Strategies in CryptocurrenciesSep 5