t5_Sophisticated Algorithmic Strategies(MeanReversion+APO+StdDev_TrendFollowing+APO)_StatArb统计套利_PnL

已于 2024-06-12 07:30:29 修改
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分类专栏： pythonForFinance2 文章标签： 大数据
于 2021-12-26 19:51:50 首次发布
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本文链接：https://blog.csdn.net/Linli522362242/article/details/121896073
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     we will explore more sophisticated[səˈfɪstɪkeɪtɪd] 复杂的 trading strategies employed by leading market participants in the algorithmic trading business. We will build on top of the basic algorithmic strategies and learn about more advanced approaches (such as statistical arbitrage[ˈɑːrbɪtrɑːʒ]套利 and pair correlation) and their advantages and disadvantages. We will learn how to create a trading strategy that adjusts for trading instrument volatility. We will also learn how to create a trading strategy for economic events and understand and implement the basics of statistical arbitrage trading strategies.

This chapter will cover the following topics:

  • Creating a trading strategy that adjusts for trading instrument volatility
  • Creating a trading strategy for economic events
  • Understanding and implementing basic statistical arbitrage trading strategies

Creating a trading strategy that adjusts for trading instrument volatility

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