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Resourcing a Triangulated Stat Arb Operation as a Solo Trader
Part 6 of 6: Statistical Arbitrage for Independent Traders Previously: At its simplest, stat arb is a bet on convergence:
stat-arb
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Trading strategiesThe Winter of our Pairs Trading Discontent: Problems, limitations, frustrations
Part 3 of a series on Statistical Arbitrage for Independent Traders Previously: In the last article, we built up a
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Trading strategiesMoneyball: Finding Undervalued Pairs Using Unconventional Metrics
Previously: A Tale of Two Prices (the core idea of stat arb) Last time we established that stat arb is
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Quant tradingRTrading strategiesBuilding Intuition for Trading with Convex Optimisation with CVXR
This article continues our recent stat arb series. The previous articles are linked below: A short take on stat arb
