VertoxQuant

VertoxQuant

Share this post

VertoxQuant
VertoxQuant
Statistical Arbitrage in the U.S. Equities Market (But in Crypto, with code, Part 1)
Copy link
Facebook
Email
Notes
More

Statistical Arbitrage in the U.S. Equities Market (But in Crypto, with code, Part 1)

In this one we implement the paper in the title for the crypto market.

Vertox's avatar
Vertox
Aug 05, 2023
∙ Paid
1

Share this post

VertoxQuant
VertoxQuant
Statistical Arbitrage in the U.S. Equities Market (But in Crypto, with code, Part 1)
Copy link
Facebook
Email
Notes
More
1
2
Share

Paper: https://jeremywhittaker.com/wp-content/uploads/2021/03/AvellanedaLeeStatArb071108.pdf

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 Vertox
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More