Advanced Pairs Trading: Sparse Mean Reversion Portfolio Selection
38:13
Advanced Pairs Trading: Intro to the Copula Approach
31:45
Pairs Trading: The Distance Approach
54:51
"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
1:06:11
Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization
26:05
Pairs Trading: The Cointegration Approach and Minimum Profit Optimization
15:00
Quant Strategy: Pairs Trading Algorithm (Mean Reversion)
27:04
Advanced Pairs Trading: Vine Copula Trading Strategy
8:47