Advanced Pairs Trading: Vine Copula Trading Strategy

Join our reading group! https://hudsonthames.org/reading-group/ Vine copula is used for modeling the dependency structure of multiple random variables. Now we venture beyond pairs trading: We will use this advanced tool for statistical arbitrage over a cohort of stocks. In the presentation, we will spend most of our time understanding the vine copula concept, and the workflow used to generate trading signals. 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/1dKvQ8-QBvX9brDbx_XhWuVEAdbg8OwTy2v5UilscwHs/edit?usp=sharing