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Statistical Arbitrage for the Uninitiated (no fluff)

14.0K views
Feb 13, 2025
12:28

Since our last discussion, a number of Wizards have asked for an introduction to Statistical Arbitrage and what all the metrics on the Crypto Wizards platform even mean. In this video we answer pretty much all of it in a one-stop-shop style video to cover everything as quick as possible. Topics covered: 1) What is pairs trading and statistical arbitrage 2) Static, Dynamic and OU spread intro 3) Half Life and Hurst Exponent 4) ECM and Impulse Response 5) Dependency with Copulas 6) Backtesting 7) Risk Management ...and more website: https://cryptowizards.net new Udemy course: https://www.udemy.com/course/master-financial-econometrics-for-time-series-analysis/?couponCode=39109064C8AE8628812E #statisticalarbitrage #crypto #trading #tradingstrategy #arbitrage

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Statistical Arbitrage for the Uninitiated (no fluff) | NatokHD