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Introduction to Pairs Trading

Quantopian Academia and Data Science Lead Max Margenot presents, "Introduction to Pairs Trading." Pairs trading is a form of mean reversion that has a distinct advantage of always being hedged against market movements. It is a basic form of statistical arbitrage and is generally a high alpha strategy when backed up by rigorous statistics. In this webinar, Max covers subjects from cointegration to the generation of tradable pairs signals as well as a basic implementation of prospective pairs. The lecture that Max uses in this webinar is called "Introduction to Pairs Trading". Follow along here: http://bit.ly/2tz21Yk. To learn more about Quantopian, visit us at https://www.quantopian.com. Disclaimer Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.