Pair Trading Lab Helpdesk & Forum

Pair Trading => Literature & Links => Topic started by: admin on May 11, 2021, 04:01:06 am

Title: Interesting workshop
Post by: admin on May 11, 2021, 04:01:06 am
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.
Title: Re: Interesting workshop
Post by: Matan Bar-Haim on June 28, 2021, 06:08:16 am
Excellent video!
Thank you very much for posting  :)