The Definitive Guide to Pairs Trading

Discussion in 'Educational Resources' started by Jack1991, Apr 8, 2021.

  1. Jack1991


    As an avid reader and student of pairs trading, I wanted to share an awesome resource for advanced pairs trading and mean-reverting portfolios.

    Hudson and Thames released a 165-page ebook, for free, on the topic.

    It covers everything from co-integration, copulas, optimal trading rules, and machine learning for pairs selection, there are even lecture videos on youtube that go in more depth.

    The Definitive Guide to Pairs Trading.

    I'm super impressed and hope you all like it.
  2. Justrade


    business emails only
    cant use personal email
    Unfortunately I dont have a business email

    I will take a look at the videos though
  3. Jack1991


    Just use your student email?
  4. SunTrader


    That ship sailed loooong ago - before email was a thang lol.
  5. Amatrue


    can someone upload the pdf copy?
  6. Jack1991


    Its way too big, like 30 MB and this form only allows up to 4mb.
  7. G
    Good stuff!
  8. BMK


    gkishot and Amatrue like this.
  9. Jack1991


  10. bone

    bone ET Sponsor

    I have not read Hudson and Thames, and I do not trade equity pairs.

    Having said that, and having spoken with a dozen equity pairs traders in the past decade - I've learned something. It's a big mistake to confine yourself to modeling pairs for mean reversion only.

    Just ask Don Bright.
    #10     Apr 13, 2021