"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
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"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
This talk was given by Max Margenot at the Quantopian Meetup in Santa Clara on July 17th, 2017. To learn more about Quantopian, visit: https://www.quantopian.com. Video work was done by Matt Fisher, http://www.precipitate.media/. Max’s background is in applied mathematics, statistics, and quantitative finance. He runs the online lecture ...
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