The Definitive Guide to Pairs Trading

As an avid reader and student of pairs trading, I wanted to share an awesome resource for advanced pairs trading and mean-reverting portfolios.

Hudson and Thames released a 165-page ebook, for free, on the topic.

It covers everything from co-integration, copulas, optimal trading rules, and machine learning for pairs selection, there are even lecture videos on youtube that go in more depth.

The Definitive Guide to Pairs Trading.

I'm super impressed and hope you all like it.

 

business emails only
cant use personal email
Unfortunately I dont have a business email

I will take a look at the videos though

 

Just use your student email?

 

That ship sailed loooong ago - before email was a thang lol.

 

can someone upload the pdf copy?

 

Its way too big, like 30 MB and this form only allows up to 4mb.

 

G

Good stuff!

 

https://www.dropbox.com/s/2a6zo2exrccgquf/Definitive+Guide+to+Pairs+Trading.pdf?dl=0

 

Thanks for the share!

 

I have not read Hudson and Thames, and I do not trade equity pairs.

Having said that, and having spoken with a dozen equity pairs traders in the past decade - I've learned something. It's a big mistake to confine yourself to modeling pairs for mean reversion only.

Just ask Don Bright.