For multiple comparisons, just divide p value with number of comparisons and that is your cut off value. It is called Bonferroni correction
@15chris45chris
2 жыл бұрын
Having trouble checking the link to the site. Was hoping to be able to check some of the python code for the random walk data sets.
@khalidalialghamdi
7 жыл бұрын
Awesome work but you made shorting sounds very complicated more than what it should be. ( in my opinion) you simply could say shorting is borrowing a product for a fee, sell it in the market for a high price hoping it would get cheaper, buy it back and turn it back to the loner and keep the cash difference . you guys are awesome :)
@ankuronlyu
Жыл бұрын
video is very helpful for the study
@ephi1440
4 жыл бұрын
watch these at 2x speed.
@TerryLDawson
2 жыл бұрын
Listening to the soon to be the greats!
@vineetgupta93
3 жыл бұрын
Hi all, Great video. Thanks! I have probably a very basic question. If lets say for pair trading analysis I am using ln(prices) and I determine my beta or the hedge ratio, and lets say we have checked and are fairly certain that this is indeed a pair driven by some fundamentals. Now, when we actually put the trades in, do we trade with this beta determined using ln prices, or do we need to make some adjustments for using ln prices? Thanks Vin
@amriksingh5003
2 жыл бұрын
Hi what is that balance( Traju) symbol on trading view chart
@Asparuh.Emilov
4 ай бұрын
I don't understand why you have to use synthetic data instead of real data?
@ajr1791ze
3 жыл бұрын
okay. video is good. how to take trades in live market ? how to calculate these things when we are in live market ?
@JMoney-ne3to
2 жыл бұрын
Anyone able to get the rolling beta to work? Nothing but errors
@marcelocanetta1892
3 жыл бұрын
Hello! Thank you for the video. Why is not the same result coint(S1, S2) and coint(S2, S1). How to chosse the order of the variables??
@theliftedbar4610
3 жыл бұрын
The p-values should be the same for coint(S1,S2) and coint(S2,S1). The scores should be opposite in sign.
@danielradford7139
2 жыл бұрын
@@theliftedbar4610 Not true. Regression S1 on S2 is not the same as S2 on S1. In one you minimize the vertical residuals the other the horizontal. In one case it will lead to a much more significant lambda test statistic (what the ADF is based on )
@navketan1965
Жыл бұрын
Sir, Have you tried pair trading forex using rsi7 ,rsi14,rsi30 (add them up for comparison) say on hourly chart & selling strong pair & buying weak pair--pairs have to be highly correlated(eg aud/usd and nzd/usd OR dow30 & sp500).One can do this on any correlating underlying stocks/commodities/futures/crypto/bonds. Trading on hourly charts there would be tons of opportunities all year around.
@HighPowerOptionsTrades
4 ай бұрын
Seven years ahead of your time with the time stamps 🤣😂🤣😂🤣😂🤣😂🤣😂💎💎💎💎💎💎💎💎💎💎
@Northstar2000
4 жыл бұрын
This is 'introduction to pairs trading' lol.
@GohOnLeeds
10 ай бұрын
"Cointegration extracts a sideways market from two different trending markets through a linear regression" .... it's pretty simple definition, dude. You sound like you are giving birth every time you try to define it. Very surprising since you have probably had to define it a million times ;-)
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