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.
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May 21, 2025#pairs-tradingJuftlik savdosida masofa yondashuvi: Rust yordamida amalga oshirish va tahlil
Juftlik savdosi uchun asosiy va ilgor Masofa yondashuvi metodologiyalarining keng qamrovli tahlili, yuqori chastotali treyderlar va algoritmik dasturchilar uchun moslashtirilgan Rust'dagi amaliy implementatsiyalar bilan.
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Mar 19, 2026#stat arbStatistical 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.
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Mar 14, 2026#algotradingSignal Correlation: How Many Pairs to Monitor
Why 10 crypto pairs don't provide 10x diversification, how to calculate effective_N via correlation_factor, and how many pairs you really need to monitor for 80-90% orchestrator slot utilization.
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May 21, 2025#statistical arbitrageStatistik Arbitrajda O'rtaga Qaytish va Momentum Strategiyalarini Dinamik Birlashtirish: Matematik Asoslar va Amaliy Qo'llanma
PCA asosidagi signal dekompozitsiyasi, rejim almashinuvi modellari va dinamik portfel optimallashtirishdan foydalangan holda statistik arbitrajda o'rtaga qaytish va momentum strategiyalarini qanday integratsiya qilish mumkinligining chuqur tahlili.
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Mar 5, 2026#algo tradingBirjalar Aro Funding Rate Arbitraji: Stavkalar Farqidan Qanday Foyda Olish Mumkin
Kripto birjalar orasida funding rate arbitraji qanday ishlashi, Binance, Bybit, OKX va dYdX'da stavkalar nima uchun farq qilishi, va ushbu tafovutlardan foyda olish uchun monitoring va bajarish tizimini qanday qurish haqida.