Hellow guys, Welcome to my website, and you are watching Advanced Pairs Trading: Optimal Trading Rules. and this vIdeo is uploaded by Hudson & Thames at 2021-01-29T03:41:56-08:00. We are pramote this video only for entertainment and educational perpose only. So, I hop you like our website.
| Name | Advanced Pairs Trading: Optimal Trading Rules |
| Video Uploader | Video From Hudson & Thames |
| Upload Date | This Video Uploaded At 29-01-2021 11:41:56 |
| Video Discription | Join our reading group! https://hudsonthames.org/reading-group/ Join Valeriia Pervushyna, Quant Researcher at Hudson and Thames, with the presentation of the Ornstein Uhlenbeck submodule of ArbitrageLab, which allows the user both to create an optimal mean-reverting portfolio and to find the optimal timing of trades using the properties of the Ornstein-Uhlenbeck process. The module is based on the work of Professor. Tim Leung and Xin Lee: "Optimal Mean reversion Trading: Mathematical Analysis and Practical Applications". https://hudsonthames.org/arbitragelab Learn more with the Definitive Guide to Pairs Trading: https://hudsonthames.org/definitive-guide-to-pairs-trading |
| Category | Education |
| Tags | pairs trading | statistical arbitrage | mean reversion | mean reverting | Ornstein Uhlenbeck | trading rules | python | trading |
