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statistical arbitrage

Statistical Arbitrage with Quantopian

Statistical Arbitrage and Quantopian Worth learning if you are a newbie   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

What is mean reversion statistical arbitrage?

What is mean reversion statistical arbitrage? Mathematical approach to explain this http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2478345 Join my FREE newsletter to see how I plan to implement this NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

Matlab downloadable source code demos for statistical arbitrage with genetic algorithms

Matlab downloadable source code demos for statistical arbitrage with genetic algorithms Matlab source files include: http://www.mathworks.com/matlabcentral/fileexchange/index?term=id%3A24120 http://www.mathworks.com/matlabcentral/fileexchange/24120-review-of-statistical-arbitrage–cointegration–and-multivariate-ornstein-uhlenbeck Join my FREE newsletter to learn more about these options for trading      NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or …

Matlab downloadable source code demos for statistical arbitrage with genetic algorithms Read More »

What quant trading building blocks for market forecasting with something like statistical arbitrage?

What quant trading building blocks for market forecasting with something like statistical arbitrage? Download this PDF from here: http://quantlabs.net/academy/downloads/?wpfb_s=arbitrage Join my FREE newsletter to learn more about building blocks for quant trading  NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos …

What quant trading building blocks for market forecasting with something like statistical arbitrage? Read More »

Here are some quant statistical arbitrage quant trading strategy Matlab examples that have been suggested

Here are some quant statistical arbitrage quant trading strategy Matlab examples that have been suggested See more at: http://quantlabs.net/academy/forum/quant-academy-forum/here-are-some-stat-arb-strategy-examples-that-have-been-suggested/#p91 Learn more how I will apply these through my FREE newsletter NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what …

Here are some quant statistical arbitrage quant trading strategy Matlab examples that have been suggested Read More »

Today is another good day of private videos with the following 5 video on statistical arbitrage and event arbitrage

Today is another good day of private videos for my Premium Members with following 5 video on statistical arbitrage and event arbitrage For statistical arbitrage: Modelling returns with CAPM and APT aka Arbitrage Pricing Theory Yield Curve Currency Graph of shortest curvey path for major currency forex pairs Howe you can beat a random walk …

Today is another good day of private videos with the following 5 video on statistical arbitrage and event arbitrage Read More »

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo This has been posted in the PremiumMembership section. This saves people tonnes of time which R script works and which ones don’t. Also, there will be a R source code walkthrough of each coming over the next …

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo Read More »

Quant analytics in Matlab: Why conintegration is very useful for forecasting and statistical arbitrage of two market assets

Quant analytics with Matlab: Really good online explanation why conintegration is very useful for forecasting and statistical arbitrage of two market assets Regardless of your knowledge this could be a very effective way to learn how to forecast which leads into stat arb using Matlab. It shows a lot of promise: http://www.mathworks.com/company/events/webinars/webinarconf.html?id=55450&language=en http://www.mathworks.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox This could …

Quant analytics in Matlab: Why conintegration is very useful for forecasting and statistical arbitrage of two market assets Read More »

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