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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 次观看 • 3 个月前 •via X (Twitter)

13 条评论

Rohit 的头像
Rohit3 个月前

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

venus 的头像
venus3 个月前

@ai_rohitt glad man all are liking it.

Ruuj 的头像
Ruuj3 个月前

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

venus 的头像
venus3 个月前

yeah actually!

Rakshit Gumber 的头像
Rakshit Gumber3 个月前

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

0xSlyth 的头像
0xSlyth3 个月前

solid info thanks for sharing

venus 的头像
venus3 个月前

more stuff cooking in!

Sammy 的头像
Sammy3 个月前

saved this video for later, great one

venus 的头像
venus3 个月前

you will love it.

ritesh.hft 的头像
ritesh.hft3 个月前

thanks for crazy share!

joez 的头像
joez3 个月前

Thats my boy @clean_utensils

Quadryl QC 的头像
Quadryl QC3 个月前

This is quantopian, not citadel

Olaf Geibig eu/acc AI==危机 🇩🇪🇵🇱🇪🇺🌐 的头像
Olaf Geibig eu/acc AI==危机 🇩🇪🇵🇱🇪🇺🌐3 个月前

This video is 9 years old.

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