Author Topic: Interesting workshop  (Read 613 times)

admin

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Interesting workshop
« 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.

Matan Bar-Haim

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Re: Interesting workshop
« Reply #1 on: June 28, 2021, 06:08:16 am »
Excellent video!
Thank you very much for posting  :)