The Definitive Guide to Pairs Trading

Jack1991

Jack1991

As an avid reader and student of pairs trading, I wanted to share an awesome resource for advanced pairs trading and mean-reverting portfolios.

Hudson and Thames released a 165-page ebook, for free, on the topic.

It covers everything from co-integration, copulas, optimal trading rules, and machine learning for pairs selection, there are even lecture videos on youtube that go in more depth.

The Definitive Guide to Pairs Trading.

I'm super impressed and hope you all like it.
 
business emails only
cant use personal email
Unfortunately I dont have a business email

I will take a look at the videos though
 
G
Jack1991 said:
As an avid reader and student of pairs trading, I wanted to share an awesome resource for advanced pairs trading and mean-reverting portfolios.

Hudson and Thames released a 165-page ebook, for free, on the topic.

It covers everything from co-integration, copulas, optimal trading rules, and machine learning for pairs selection, there are even lecture videos on youtube that go in more depth.

The Definitive Guide to Pairs Trading.

I'm super impressed and hope you all like it.
More...
Good stuff!
 
I have not read Hudson and Thames, and I do not trade equity pairs.

Having said that, and having spoken with a dozen equity pairs traders in the past decade - I've learned something. It's a big mistake to confine yourself to modeling pairs for mean reversion only.

Just ask Don Bright.
 
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