Statistical Arbitrage Presentation by PHI 1 at Finbridge Algorithm Conference (Nov 2020)

Sharing a copy of our Statistical Arbitrage Presentation last week at Finbridge Algorithm Conference

View/ Download from here – Statistical Arbitrage in Algo Trading 

Speaker: Gaurav Mahajan       

  • The Math/ Logic behind the Strategy.
  • How to implement it
  • Selection of Securities to run
  • Risk/Reward Characteristics of the Strategy.
  • How to Construct a Long/Short Hedged Portfolio.
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