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Cointegrated ETF Pairs Part I

The next two blog posts will explore the basics of the statistical arbitrage strategies outlined in Ernest Chan’s book, Algorithmic Trading: Winning Strategies and Their Rationale. In the first post we...continue reading.

All my life

Here is a little script to show you your life. In weeks. Each point is a week. Each black point is a week that you have already spent. The number...continue reading.

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