Advanced Pairs Trading Lecture Videos

Discussion in 'Educational Resources' started by Jack1991, Feb 12, 2021.

  1. Jack1991


    Found the playlist for the Advanced Pairs Trading lecture series.

    It covers the various approaches to pairs trading with the addition of some new insights.
    1. Distance Approach
    2. Advanced measures of codependence
    3. Cointegration Approach
    4. Copula (basic + advanced vine copula trading strategy)
    5. Machine Learning for pairs selection
    6. Sparse mean reverting portfolios
    7. Avellaneda and Lee's PCA approach
    8. Optimal trading rules via OU model
    If anyone knows of a really good thread for learning more about pairs trading please post here!
    QQQuant likes this.