Introduction to Pairs Trading

Quantopian Academia and Data Science Lead Max Margenot presents, "Introduction to Pairs Trading." Pairs trading is a form of mean reversion that has a distinct advantage of always being hedged against market movements. It is a basic form of statistical arbitrage and is generally a high alpha strategy when backed up by rigorous statistics. In this webinar, Max covers subjects from cointegration to the generation of tradable pairs signals as well as a basic implementation of prospective pairs.
The lecture that Max uses in this webinar is called "Introduction to Pairs Trading". Follow along here: bit.ly/2tz21Yk.
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Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.
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[@evil0sheep]

Great video! FYI, the AV sync appears to be off off about 20 minutes in

[@MrFlotschie]

Hardly watchable because Audio-Video is not in sync.