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Site title: Welcome to Robot Wealth – Quant Trading Hub

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Part 5 of 6: Statistical Arbitrage for Independent Traders Previously: Last time, I showed you a pattern in energy spreads and asked what it meant. The answer seemed obvious: XOM is the outlier. Every spread involving XOM is stretched. The spreads not involving XOM are near zero. But on this seemingly obvious map of mispricings, ...


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From Pairs to Portfolio Part 4 of 6: Statistical Arbitrage for Independent Traders Previously: Pairs trading remains a feasible approach for the indie trader. But, as we saw last time, there are inherent limitations. Trading both legs eats a lot of buying power and limits the number of pairs you can trade. Trading only the ...


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