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🔀 3 parts

Statistical Arbitrage & Pairs Trading

Trade the spread between correlated assets — from the distance approach to cointegration and Kalman filters, then dynamically combining mean reversion with momentum.

  1. 01
    Distance Approach in Pairs Trading: Implementation and Analysis with Rust
    May 21, 2025 #pairs-trading

    Distance Approach in Pairs Trading: Implementation and Analysis with Rust

    A comprehensive analysis of basic and advanced Distance Approach methodologies for pairs trading, with practical implementations in Rust tailored for high-frequency traders and algorithmic developers.
  2. 02
    Statistical Arbitrage and Pairs Trading in Crypto Markets: From Cointegration to the Kalman Filter
    Mar 19, 2026 #stat arb

    Statistical Arbitrage and Pairs Trading in Crypto Markets: From Cointegration to the Kalman Filter

    A complete guide to statistical arbitrage for crypto markets. Cointegration, Kalman filter, basis strategies, cross-exchange arbitrage. With backtests and Python code.
  3. 03
    Dynamically Combining Mean Reversion and Momentum Strategies in Statistical Arbitrage: Mathematical Foundations and Practical Implementation
    May 21, 2025 #statistical arbitrage

    Dynamically Combining Mean Reversion and Momentum Strategies in Statistical Arbitrage: Mathematical Foundations and Practical Implementation

    An advanced exploration of how to integrate mean reversion and momentum strategies in statistical arbitrage using PCA-based signal decomposition, regime-switching models, and dynamic portfolio optimization.