正在加载视频...
视频加载失败
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 •... show more
13 条评论

Rohit3 个月前
This is seriously impressive. I love seeing this kind of detailed work shared so openly.

venus3 个月前
@ai_rohitt glad man all are liking it.

Ruuj3 个月前
Citadel quant explaining about pairs trading is something I can’t miss!

venus3 个月前
yeah actually!

Rakshit Gumber3 个月前
Amazing video saving this to check the article in the morning.

0xSlyth3 个月前
solid info thanks for sharing

venus3 个月前
more stuff cooking in!

Sammy3 个月前
saved this video for later, great one

venus3 个月前
you will love it.

ritesh.hft3 个月前
thanks for crazy share!

joez3 个月前
Thats my boy @clean_utensils

Quadryl QC3 个月前
This is quantopian, not citadel

Olaf Geibig eu/acc AI==危机 🇩🇪🇵🇱🇪🇺🌐3 个月前
This video is 9 years old.
