EdStrategy: Cointegrated Pairs TradingPractical implementation of a simple cointegrated pairs trading strategy using equities6 min read·Sep 23, 2020----
EdResearch article: Hurst Exponent for Market Regime DetectionAnalyzing the S&P 500 components with the Hurst Exponent to find the most mean-reverting and most trending stocks.4 min read·Jan 16, 2020----
EdAnalyzing correlations with Python: Most Correlated Equity PairsThe aim of this article is to find the most correlated pairs from the largest S&P500 components.3 min read·Jan 10, 2020----
EdAnalyzing Correlations with Python: Correlation GridI’m going to make a Grid with the correlations of the most active futures in the US.3 min read·Jan 9, 2020----