Tonight midnight New York time the offer for the 180$ price will be gone. The price will be 250$ for the first 50 students.

Statistical arbitrage courses

Hello, Yes the course will be recorded. For now two persons including you are interested. If I can not give the courses live, I will record it and I will deliver the course on a membership site I have to set up ASAP.

Statistical arbitrage courses

4 slots available at 180$! Until 15 of August 2015 midnight New York Time.

Statistical arbitrage courses

Two days before the end of the special price for the stat arb courses. After that, the price will be 250$ for the 50 first students.

Statistical arbitrage courses

This week was ok in term of gains because of the good side of the trade. Short GBPCAD with a +200 pips move in the good side (see here on the myfxbook account). I should pairs and triplet trades in the September 2015. Just the time to do some ...

Statistical arbitrage courses

I sell myself stat arb courses for beginners and intermediate traders mostly. In my statistical arbitrage courses, the content is a EA to take positions and manage the trade until the position be closed. Some VBA and R codes to find securites which ...

Selling to Pool Members

Down 1.4% in July ( url ). I am not going to describe in detail all the positions taken during July, you just have to take a look on the myfxbook and doing some reverse engineering on the basket you see in the history of this account. A mistake on a ...

Statistical arbitrage courses

Here is some references for the stat arb course! References Pairs trading: Quantitative Methods and Analysis, Ganapathy Vidyamurthy, Wiley Finance, 2004 Statistical arbitrage: Algorithmic Trading Insights and Techniques, Andrew Pole, Wiley Finance, ...

Statistical arbitrage courses

The results are fot the month of June 2015 and not July 2015. You corrected the mistake I think!

Statistical arbitrage courses

Here is a more detailed syllabus for the stat arb course: Basic of statistical arbitrage and the type of other arbitrage Option arbitrage Bond arbitrage Statistical arbitrage Pairs trading Triangular arbitrage basket trading Statistical arbitrage: a ...

Statistical arbitrage courses

Here are the results of the basket trading strategy for the month of July 2015. Monthly gain = 722 € = 2.89% on an account of 25k€ in order to have a drawdown under control. url Of course, this demo it is just to show what a simple basket trading ...

Statistical arbitrage courses

Here is a link to follow my signals and see my stats. url

Statistical arbitrage courses

url Here is a trade explorer for the basket trading strategy. I will publish a forward testing results from 1 of February to 30 of May 2015. I won't delete this trade explorer like the one with pairs trading with the BOBL and eurobunds. This pairs ...

Statistical arbitrage courses

Hello everyone, Here is what you could learn during my stat arb courses. image Of course, even if the commissions are not so high in these backtests, by combining several cointegrated backets to January 2nd 2011 to January 30th 2015 the PnLs of ...

Statistical arbitrage courses

I just saw I made a mistake in the title. Everybody should have figured it out. "Statistical arbitrage courses" instead of "Statitstical arbitrage courses". Anyway, here is a statement for the trades that I made between the December 17th and 19th ...

Statistical arbitrage courses

It is important to do forward testing for new pairs trading/statistical arbitrage strategies, because we never know if the strategies are going to succeed. I am testing at the moment the same basket trading ( url ). To be profitable in stat arb, it ...

Statistical arbitrage courses

I have decided to change the parameters to 5 and 20 instead of 1 and 20. I am doing that in order to give more time for the pairs trade more slack, and so more profit potential. The Trade Explorer doesn't work because I am not with 8% return this ...

Pairs trading strategy on bond futures

Here is a thread about quantitative and algorithmic trading. url

Pairs trading strategy on bond futures

image I sold the spread last night (2€/point short on the eurobund december 14 and 4€/point long on the BOBL). You can follow the results from my Trade Explorer.

Pairs trading strategy on bond futures