Advanced Pairs Trading: Kalman Filters
Join our reading group! https://hudsonthames.org/reading-group/
How can an algorithm that helped in the Apollo mission be used in trading?
By using Kalman for time series analysis, we are presenting classic research for signal processing to create trading signals. In regards to pairs trading, creating indicators to show under/overvalued stocks.
Go-to-market faster than ever with ArbitrageLab, a python library that provides institutional-grade pairs trading algorithms to traders.
Presentation slides: https://docs.google.com/presentation/...
