Statistical Arbitrage 101: Introduction to Trading with Stat Arb скачать в хорошем качестве

Statistical Arbitrage 101: Introduction to Trading with Stat Arb

New course launch: Agentic AI for Trading is live. Learn to build agentic workflows for backtesting in Python, AI that can reason, use tools, and collaborate to convert trading ideas into end-to-end scripts. 75% off till 18th Jan → https://quantra.quantinsti.com/course... _ _ _ Join Industry Leaders in High-Frequency Trading & Algo Desk Setup in our latest webinar! 🎟️ Save Your Spot Now: www.quantinsti.com/algorithmic-trading-conference _________ Free Quantitative Trading Learning Track: 34 Hours of In-Depth Training in Python, Machine Learning, and Trading Strategies for Beginners. Enroll Now: https://bit.ly/3TsrgJh _______ In this video, learn the fundamentals of Statistical Arbitrage and how to implement successful Stat Arb strategies in trading. We break down each step, from selecting a stock universe to rebalancing your portfolio, making it easy to grasp this quantitative trading technique. What is Statistical Arbitrage? Statistical Arbitrage (Stat Arb) leverages the mispricing of assets using historical and current market data. By identifying statistical anomalies, traders can create profitable opportunities by buying underperforming assets and shorting overperforming ones. Key Topics Covered: -What is Statistical Arbitrage? -Steps to Implement Stat Arb Strategies Course Overview: The video explores how Stat Arb originated in the 1980s with the development of Pairs Trading at Morgan Stanley. You’ll also learn about key concepts like co-integration and the mean reversion principle, which are vital to ranking stocks for a Stat Arb strategy. Learn More here - https://quantra.quantinsti.com/course... Steps to Implement Statistical Arbitrage: -Start with a universal set of stocks. -Filter the stock universe by region and sector. -Identify co-integrated stocks and rank them using the mean reversion principle. -Take long positions in underperforming stocks and short overperforming ones. -Rebalance your portfolio periodically to manage risks. Upcoming Content: Stay tuned for our next video, where we’ll dive deeper into advanced statistical arbitrage strategies. 💡 Want to learn more? Check out Quantra’s FREE Quantitative Trading Courses: https://quantra.quantinsti.com/learni... Free Learning Track: 8-course guide to quantitative trading for beginners A perfect way to get your base strong in the Algo & Quant trading domain. This bundle of 8 FREE courses will take you through basic terminology and concepts you must know to be able to trade in various asset classes using Python https://quantra.quantinsti.com/learni... Quantra offers bite-sized, self-paced courses on Algorithmic and Quantitative Trading—perfect for professionals looking to gain practical knowledge in this domain. Find more info: https://quantra.quantinsti.com/ Like us on Facebook:   / quantinsti   Follow us on Twitter:   / quantinsti   Connect on LinkedIn:   / quantinsti   Timestamp: 00:12 - 01:18 - Statistical arbitrage 01:19 - 03:19 - Basic steps in implementing the strategy 03:22 - 03:47 - Recap of all steps #StatisticalArbitrage #QuantTrading #PairsTrading #AlgoTrading #StatArb #QuantitativeTrading #StockMarket #MachineLearningTrading #TradingStrategy #PortfolioManagement #MeanReversion #Finance #Investing #QuantInsti #TradingCourses