InDataDrivenInvestorbyYasanji Ratnaike·Oct 7From Pairs Trading to a Portfolio in Python, Part 2: Testing the BookPart 1 built an engine for finding cointegrated pairs. This entry takes it forward through time, builds a risk framework around it, and…
InDataDrivenInvestorbyYasanji Ratnaike·Sep 27From Pairs Trading to a Portfolio in Python, Part 1: Building the EngineWhat decides a pairs trade is the difference between correlation and cointegration. This first entry builds the engine that tells the two…
InInsiderFinance WirebyTony Tsoi·Jul 29Statistical Arbitrage in PracticeCointegration and Mean Reversion from Pairs Trades to Multi-Asset BasketsA response icon1
Daniel Green·Dec 10, 2025Cointegration and Mean Reversion: Can GBP/USD and EUR/USD Be Pair Traded?In this post, we explore whether the Forex pairs GBP/USD and EUR/USD can be reliably pair traded.
QTS·Feb 5, 2025Finding cointegrated stocks in the Austrian equities market (complete analysis)Cointegration describes a long-term relationship between two (or more) asset prices. — Hudson and Thames
