Quant Strategy: Pairs Trading Algorithm (Mean Reversion)

Описание к видео Quant Strategy: Pairs Trading Algorithm (Mean Reversion)

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Interested in the Stock Market? Especially when it comes to technical analysis? The Pairs Trading Strategy is a MUST KNOW! So, look no further! Sit back, relax, and enjoy the demo.

Please take a look at this Article. A lot of inspiration came from this article.
https://kidquant.com/project/pairs-tr...

Monte Carlo Simulation Video
   • Monte Carlo Simulations for the Ideal...  

Github:
https://github.com/SpencerPao/Quantit...

0:00 - What is Pairs Trading?
1:20 - Visualizing and Understanding Pairs Trading
4:12 - Correlation, Cointegration, Stationarity tests, Spreads, Ratios
8:53 - Identifying Price Signals
11:05 - Creating a Model (Moving Average)
12:43 - Potential Buy and Sell opportunities


DISCLOSURE: As of 4/25/2021, I do have long positions mentioned in this video (MSFT/BRK-B)

DISCLAIMER: All information and data on my YouTube Channel, blog, email newsletters, white papers, Excel files, and other materials is solely for informational purposes. I make no representations as to the accuracy, completeness, suitability or validity of any information. I will not be liable for any errors, omissions, losses, injuries or damages arising from its display or use. All information is provided AS IS with no warranties, and confers no rights. I will not be responsible for the accuracy of material that is linked on this site. Because the information herein is based on my personal opinion and experience, it should not be considered professional financial investment advice or tax advice or broker dealer advice. The ideas and strategies that I provide should never be used without first assessing your own personal/financial situation, or without consulting a financial and/or tax professional. My thoughts and opinions may also change from time to time as I acquire more knowledge. These are, as discussed above, solely my thoughts and opinions. I reserve the right to delete any comments for any reason (abusive in nature, contain profanity, etc.). Your continued reading/use of my YouTube Channel, blog, email newsletters, whitepapers, Excel files, and other materials constitutes your agreement with and acceptance of this disclaimer.

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