Скачать или смотреть Statistical Arbitrage 101: Introduction to Trading with Stat Arb

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In this video, learn the fundamentals of Statistical Arbitrage and how to implement successful Stat Arb strategies in trading. We break down each step, from selecting a stock universe to rebalancing your portfolio, making it easy to grasp this quantitative trading technique.
What is Statistical Arbitrage?

Statistical Arbitrage (Stat Arb) leverages the mispricing of assets using historical and current market data. By identifying statistical anomalies, traders can create profitable opportunities by buying underperforming assets and shorting overperforming ones.

Key Topics Covered:
-What is Statistical Arbitrage?
-Steps to Implement Stat Arb Strategies

Course Overview:
The video explores how Stat Arb originated in the 1980s with the development of Pairs Trading at Morgan Stanley. You’ll also learn about key concepts like co-integration and the mean reversion principle, which are vital to ranking stocks for a Stat Arb strategy.

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Steps to Implement Statistical Arbitrage:
-Start with a universal set of stocks.
-Filter the stock universe by region and sector.
-Identify co-integrated stocks and rank them using the mean reversion principle.
-Take long positions in underperforming stocks and short overperforming ones.
-Rebalance your portfolio periodically to manage risks.

Upcoming Content:
Stay tuned for our next video, where we’ll dive deeper into advanced statistical arbitrage strategies.

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Timestamp:
00:12 - 01:18 - Statistical arbitrage
01:19 - 03:19 - Basic steps in implementing the strategy
03:22 - 03:47 - Recap of all steps

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