peerchen / pairs_trading

experiments with pair trading

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