Cointegration in time series and pair trading strategies (Excel)
27:29
Risk-adjusted performance evaluation: Sharpe, Treynor, and Jensen's Alpha (Excel) (SUB)
33:21
Algorithmic trading in Python: Cointegration and pair trading
54:51
"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
48:44
Must-Watch: Dr. Ernest Chan’s Ultimate Guide to Mean Reversion Trading!
26:02
Do stock returns follow random walks? Markov chains and trading strategies (Excel)
46:18
"Optimizing Trading Strategies without Overfitting" by Dr. Ernest Chan - QuantCon 2018
30:14
Advanced pair trading in Python: beta loading, optimal entry, and stop-losses
38:13