Statistical Analysis of an ETF Pair-Quantitative Trading In Python

from Harbourfront Technologies · host Harbourfront Technologies

Pair trading, or statistical arbitrage, is one of the oldest forms of quantitative trading. We are going to present some relevant statistical tests for analyzing the Australia/Canada pair. We chose this pair because these countries’ economies are tied strongly to the commodity sector, therefore they share similar characteristics and could be a good candidate for pair trading http://tech.harbourfronts.com/trading/statistical-analysis-etf-pair-quantitative-trading-python/

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Statistical Analysis of an ETF Pair-Quantitative Trading In Python

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