Description:

This course provides a comprehensive understanding of statistical arbitrage, a trading strategy that involves exploiting price differences in financial instruments. EP Chan, an expert in quantitative trading, will guide you through the process of building a long and short portfolio, conducting backtesting and strategy refinement, and executing the strategy on a broker platform. Gain valuable insights into stock selection and learn effective ways to optimize your trading strategy.

Key Highlights:

• Explore the benefits of quantitative trading
• Understand the execution of the strategy and backtest results
• Learn about stock selection
• Refine your trading strategy

What you will learn:

• Learning Outcome 1
  Gain a clear understanding of statistical arbitrage and its advantages in quantitative trading.
• Learning Outcome 2
  Learn how to construct a long and short portfolio for implementing statistical arbitrage strategies.
• Learning Outcome 3
  Master the art of backtesting and refining your statistical arbitrage strategy for optimal performance.
• Learning Outcome 4
  Execute your refined strategy on a broker platform with confidence and efficiency.
• Learning Outcome 5
  Develop effective stock selection techniques to enhance the profitability of your statistical arbitrage trades.