"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot

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Cointegration.. 90 minutes cicles.. quaterly distributed on 6 cicles per session. Think about this. To survive, I had to find a way to make it happen anyway. Man.. my head can’t stop or slow down right now.

Btw, I really need to go for an ice cream with the author. He said he’d be hanging out for a while. Where is he now? :) sorry, couldn’t hold it.
Thank you again.
Seeing you explaining p value to theoretically smart people made me remember and wonder again what the fuck was going on that I was seeing myself explaining moving average and deviations and standard deviations to an engineer.. just nothing was making any sense anymore. And my forex journey was very different but fuck… I was gonna go for /quit for real. Definitely need an ice cream over this. Fuck fuck fuck

Btw, I really need to go for an ice cream with the author. He said he’d be hanging out for a while. Where is he now? :) sorry, couldn’t hold it.
Thank you again.

Man. These people didn’t understand s word you said almost ten years ago and you’re explaining basic to understand the bare minimum. I’ll reach out to you guys, I just need a time to balance my heart because you just fucking saved my life because MY perception fits reality now and I know I’ll have the right tools now. People are NOT ready to face the truth that it’s not genious if they just accept we’re just being fooled all the time. I’ll reach out or email you as soon as I balance my head. Thank you. Fuck. Thank you. This is like traveling back in time and gaining 7 years. From now on, I’m in 2017 again, with basics. Thank you thank you

The very poor reasoning and thought process behind his examples and models are a very good example of how fast you will lose your money, if you don’t have a 50/50 understanding of both finance and statistics. He is a good staticisian or mathematician who lacks any understanding of the markets or finance. The variables and the data he chooses to build his models on, as well as their respective time frames, will without a doubt result in huge losses. Very sketchy presentation, and I would have gotten away from that as quickly as possible. It reminds me a bit of FOREX trader gurus😂essentially they also argue that by looking at means and only using data points from price movement you’ll make a miracle model (thousands of computers around the world already absorb the tiny margin of profit that can be made trading small rare mean reverting assets). And a small company in the alternative energy sector is definitely not a mean reverting stationary asset in any shape or form.

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My comment is for the future people who live in 2050. I got an stupid ad, a stupid smart guy promoting an ad for prompt engineering which is nothing but asking a generative ai right questions so it can answer right. And I'm broke to buy stupid premium account to skip such stupidity. I'm stupid now. Remember your ancestors paid to skip stupidity and you're here now reading my comment. Eliminate stupidity through consciousness.

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Very interesting lecture!

Great presenter

Been in the middle of arb trading for three decades. At the end of the day never forget the old adage - "The market can be irrational longer than you can remain solvent"

An academic example that is useful for understanding the key concept, but a bit misleading as too simplistic for any of that to work in real world.

Nice c.... st..ock, bro

From Whitney.A USDT wallet phrase is making the rounds: (clean party soccer advance audit clean evil finish tonight involve whip action).

THIS IS THE DEFINITION OF MAKING TRADING IMPOSSIBLE AND DIFFICULT TO UNDERSTAND.😀😃

It was a good introductory lecture, but I didn't get all that much insight into the strategies of statistical arbitrage.

I didn't know what he said but I watched until the end cause he s hot. huh

This is all naive statistical mumbo jumbo. It's predicated on the idea that two instruments are related in a non changing way. But this is so naïve it's comical. If it were true the arbitrage opportunity would never exist in the first place.

As someone who has very limited statistics knowledge…
To me, it looks like when you integrate from order 0 up until order “n”, it’s almost like moving from a 1 second chart, up the ladder until eventually max time chart 🧐

I have no idea what this guy is saying

We as a society need to come up with a solution to academic hecklers

Granger causality would be a great subject to incorporate into these lectures

Market is driven by fear and greed, algos just follow the crowd, no algo made money consistently

Quantopian has closed its doors a few years ago’

and they say nobody will remember when you fucked up during your speech because they are more worried about themselves. haha bullhicky! just look at the comments!

Interest piqued, but how relevant is this still?

just a few short years after this video released, quantopian website and seemingly the whole company vanishes

16:22 this is thinking about “randomness” in the wrong way. He’s thinking of “random”/“probabilistic” as a fixed point (i.e.: the uniform distribution) and “deterministic” as a spectrum. Anything that isn’t the uniform distribution, in this world view, is some degree of deterministic. In reality it’s the opposite. Entropy works the same way

Thomas Patricia Garcia Charles White Ronald

Amazing job Max, loved it!

Always bullshit for the public. Jewish computer game

He sounds exactly like Philip Gallagher.

I'm sure this is pretty redundant rn but man Quantopian closing left a hole in my soul 🥲

Sir, In forex pairs SPREAD TRADING do you recommend use of CCI (say on 4H chart--cci 7,cci 14, cci30,cci50 values & add all these values on each pairs to spread & compare overpriced/underpriced leg).The pairs got to have correlations of at least 90%(say aud/usd &nzd/usd--aud/jpy &nzd/jpy--eur/jpy & gbp/jpy--gbp/aud & gbp/nzd etc.).Sell the overpriced & buy underpriced. This would give trader starting edge, staying power, size choice & risk control. You would be comparing deflection of prices summed up on multiple time frames(added up/robust) for asset A & B. Your wisdom is appreciated..

This guy is genius.

Good lecture, but this video I find best to describe what stationarity is: https://youtu.be/oY-j2Wof51c

thank you

mathematical parasite !!

lmao nothing is random. good talk btw.

Please can we have access to the notebook used for this lecture?