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| Name | Introduction to Pairs Trading |
| Video Uploader | Video From Quantopian |
| Upload Date | This Video Uploaded At 12-10-2016 21:40:25 |
| Video Discription | Pairs trading is a form of mean reversion that has a distinct advantage of always being hedged against market movements. It is generally a high alpha strategy when backed up by some rigorous statistics. This notebook runs through the following concepts What is cointegration? How to test for cointegration? What is pairs trading? How to find cointegrated pairs? How to generate a tradeable signal? The notebook is intended to be an introduction to the concept, and whereas this notebook only features one pair, you would probably want your algorithm to consider many pairs at once. Please find all the lectures here: https://www.quantopian.com/lectures To learn more about Quantopian, visit us at: https://www.quantopian.com. The notebook was originally created for a presentation at Harvard’s Applied CS department and has since been used at Stanford, Cornell, and several other venues. If you’re interested in learning more about how Quantopian is being used as a teaching tool at top universities, please contact me at delaney@quantopian.com Disclaimer Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. |
| Category | Science & Technology |
| Tags | finance | quantitative finance | risk | risk analysis | math | statistics | algorithms | algorithmic trading | pairs trading | trading | pairs |
