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pairs_trading's Introduction

pairs_trading

experiments with pair trading

Medium:

  1. https://medium.com/@financialnoob/pairs-trading-introduction-f495c9218216
  2. https://medium.com/@financialnoob/pairs-trading-pair-selection-distance-5ac4aeef0de0
  3. https://medium.com/@financialnoob/pairs-trading-pair-selection-distance-part-2-e61db839cad4
  4. https://medium.com/@financialnoob/pairs-trading-pair-selection-cointegration-part-1-ec9d63f8025f
  5. https://medium.com/@financialnoob/pairs-trading-pair-selection-cointegration-part-2-407669407785
  6. https://medium.com/@financialnoob/pairs-trading-pair-selection-cointegration-part-3-72d8f5d6a440
  7. https://medium.com/@financialnoob/pairs-trading-with-support-vector-machines-6cd27c051451
  8. https://medium.com/@financialnoob/pairs-trading-with-ornstein-uhlenbeck-process-part-1-cf7f9b532f5d
  9. https://medium.com/@financialnoob/pairs-trading-with-ornstein-uhlenbeck-process-part-2-225bec1aea20
  10. https://medium.com/@financialnoob/pairs-trading-modeling-the-spread-with-mean-reverting-gaussian-markov-chain-model-7ca3bb897214
  11. https://medium.com/@financialnoob/pairs-trading-with-copulas-5fec8016e245
  12. https://medium.com/@financialnoob/pairs-trading-with-markov-regime-switching-5664be1ac33f
  13. https://medium.com/@financialnoob/quasi-multivariate-pairs-trading-466e60196794
  14. https://medium.com/@financialnoob/granger-causality-test-in-pairs-trading-bf2fd939e575
  15. https://medium.com/@financialnoob/cointegration-based-multivariate-statistical-arbitrage-339adcbe314
  16. https://medium.com/@financialnoob/pairs-trading-modeling-the-spread-as-gaussian-state-space-model-with-exogenous-inputs-aa419e1ee462
  17. https://medium.com/@financialnoob/pairs-trading-analysis-of-several-pair-selection-methods-and-trading-strategies-33d408f31ba8
  18. https://medium.com/@financialnoob/pairs-trading-with-kagi-indicator-44653395865a
  19. https://medium.com/@financialnoob/pairs-trading-with-cointegrated-logistic-mixture-autoregressive-lmar-model-65ce563d58e8
  20. https://medium.com/@financialnoob/pairs-trading-with-partial-cointegration-11674f791a99
  21. https://medium.com/@financialnoob/pairs-trading-with-wavelet-transform-2d94ff400abb

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