Advanced Pairs Trading Lecture Videos

[Jack1991]

Found the playlist for the Advanced Pairs Trading lecture series.

It covers the various approaches to pairs trading with the addition of some new insights.

1. Distance Approach
2. Advanced measures of codependence
3. Cointegration Approach
4. Copula (basic + advanced vine copula trading strategy)
5. Machine Learning for pairs selection
6. Sparse mean reverting portfolios
7. Avellaneda and Lee's PCA approach
8. Optimal trading rules via OU model

If anyone knows of a really good thread for learning more about pairs trading please post here!