Pair Trading Lab Helpdesk & Forum
Pair Trading => Literature & Links => Topic started by: admin on May 11, 2021, 04:01:06 am
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There is an interesting section related to cointegration, pairs trading and Kalman filter application:
https://youtu.be/yyvIcdYkb9o?t=1845
The PTL does exactly what is mentioned at this workshop.
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Excellent video!
Thank you very much for posting :)