Part 3 of a series on Statistical Arbitrage for Independent Traders Previously: In the last article, we built up a conceptual understanding of universe selection: how to find pairs that diverge and converge in a tradeable way. We talked about measuring the thing you actually care about directly, rather than reaching for statistical tests like ... Read more The post The Winter of our Pairs Trading Discontent: Problems, limitations, frustrations appeared first on Robot Wealth .

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