Loading video...

Video Failed to Load

Go Home

Citadel Senior Quant Developer just dropped the complete math framework for scaling a pairs trading desk to 200+ concurrent market positions. 54-minutes. free. By Quant Trader. here's what they cover: • integration orders (I(0) vs I(1)) for asset pricing • using the Augmented Dickey-Fuller test over standard graphs •...

30,187 views • 3 months ago •via X (Twitter)

13 Comments

Rohit's profile picture
Rohit3 months ago

This is seriously impressive. I love seeing this kind of detailed work shared so openly.

venus's profile picture
venus3 months ago

@ai_rohitt glad man all are liking it.

Ruuj's profile picture
Ruuj3 months ago

Citadel quant explaining about pairs trading is something I can’t miss!

venus's profile picture
venus3 months ago

yeah actually!

Rakshit Gumber's profile picture
Rakshit Gumber3 months ago

Amazing video saving this to check the article in the morning.

0xSlyth's profile picture
0xSlyth3 months ago

solid info thanks for sharing

venus's profile picture
venus3 months ago

more stuff cooking in!

Sammy's profile picture
Sammy3 months ago

saved this video for later, great one

venus's profile picture
venus3 months ago

you will love it.

ritesh.hft's profile picture
ritesh.hft3 months ago

thanks for crazy share!

joez's profile picture
joez3 months ago

Thats my boy @clean_utensils

Quadryl QC's profile picture
Quadryl QC3 months ago

This is quantopian, not citadel

Olaf Geibig eu/acc AI==危机 🇩🇪🇵🇱🇪🇺🌐's profile picture
Olaf Geibig eu/acc AI==危机 🇩🇪🇵🇱🇪🇺🌐3 months ago

This video is 9 years old.

Related Videos