Advanced Pairs Trading: Machine Learning for Pairs Selection

Join our reading group! https://hudsonthames.org/reading-group/ Learn how machine learning is used to find viable securities to trade in a pairs trading setting. Classical statistical arbitrage research has grown quite generously in the past few years. Yet attempts to solutions using machine learning have been far and few between; this presentation will cover some of the latest approaches, key takeaways, and tips to avoid common pitfalls.​​ Go-to-market faster than ever with ArbitrageLab, a python library that provides institutional-grade pairs trading algorithms to traders. * Presentation slides: https://docs.google.com/presentation/d/1Cb9NizOkvCx6-p6X3AVZyxjviub7kF2sCPy2gBiT9nk/edit?usp=sharing * Employing Machine Learning for Pairs Selection: https://hudsonthames.org/employing-machine-learning-for-trading-pairs-selection/ * Based on Sarmento, S.M. and Horta, N., 2020. Enhancing a Pairs Trading strategy with the application of Machine Learning. Expert Systems with Applications, p.113490.