Quantopian Lecture Series: Kalman Filters
49:10
Kalman Filter for Beginners, Part 1 - Recursive Filters & MATLAB Examples
54:51
"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
25:39
Quantopian Lecture Series: Factor Analysis
8:35
Kalman Filter - Part 1
1:00:37
"Trading Strategies that are Designed, Not Fitted" by Robert Carver from QuantCon NYC 2017
1:06:11
Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization
47:33
Introduction to Pairs Trading
6:47