Best video review on stat arb on youtube, thank you!
@nguyenmanhtien2170
3 жыл бұрын
Great work!!! Can you upload the 2nd day of the workshop ?
@nguyenmanhtien2170
3 жыл бұрын
@@HudsonThamesResearch Thanks for your generosity, the knowledge your team share to the community is really useful !!!
@sslxxbc4092
Ай бұрын
Hi! Thanks for the great video- wondering is there a link to the Presentation for the ML approach?
@juergenx298
Жыл бұрын
Very good presentation regarding this topic! Do you public the 2nd day also on YT? It would be very interesting. Thanks for all!
@charlesedouard7687
Жыл бұрын
hi, can someone explain to me how you could profit of finding two stocks those returns are mean reverting ?. I get the strategy for mean reverting prices but on returns i dont understand
@sinan_islam
9 ай бұрын
You have mentioned machine learning many times in the video. Isnt Pairs trading based on Statistics (White Box Models) not on Machine Learning (Black Box Models)?
@HudsonThamesResearch
9 ай бұрын
Pairs trading is a spectrum with many approaches to solving the problem of trading a mean reverting spread. Machine learning is largely used to construct these spreads, or find components to do so.
@amriksingh5003
2 жыл бұрын
Hi what is that balance( Traju) symbol on trading view chart
@navketan1965
Жыл бұрын
Sir, In forex pairs SPREAD TRADING do you recommend use of CCI (say on 4H chart--cci 7,cci 14, cci30,cci50 values & add all these values on each pairs to spread & compare overpriced/underpriced leg).The pairs got to have correlations of at least 90%(say aud/usd &nzd/usd--aud/jpy &nzd/jpy--eur/jpy & gbp/jpy--gbp/aud & gbp/nzd etc.).Sell the overpriced & buy underpriced. This would give trader starting edge, staying power, size choice & risk control. You would be comparing deflection of prices summed up on multiple time frames(added up/robust) for asset A & B. Your wisdom is appreciated..
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