Strategy: Cointegrated Pairs TradingPractical implementation of a simple cointegrated pairs trading strategy using equitiesSep 23, 2020Sep 23, 2020
Research 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.Jan 16, 2020Jan 16, 2020
Analyzing correlations with Python: Most Correlated Equity PairsThe aim of this article is to find the most correlated pairs from the largest S&P500 components.Jan 10, 2020Jan 10, 2020
Analyzing Correlations with Python: Correlation GridI’m going to make a Grid with the correlations of the most active futures in the US.Jan 9, 2020Jan 9, 2020
