I was wondering if anyone is currently doing statistical arbitrage trading at the retail level, since this type of trading is widely used by the hedge funds firms. I am interested to find out, share and discuss more about this subject as follows: …data processing and manipulation (i.e. gaps), instruments, timeframes, backtesting methods (i.e. in-sample/out-of-sample), number of observations, cointegration testing methods (i.e. Dickey-Fuller, Johansen), results interpretations & trade signals, strategies (i.e. mean reversion), automated & semi-automated solutions (API’s and third party software) etc.
A wealth of resources (e.g., academic papers, YouTube videos, blog articles) on this subject is easily found using any search engine. You might prompt a more engaged discussion if you narrowed down to a specific topic or contributed something not commonly available.