This is a summary of links featured on Quantocracy on Tuesday, 08/03/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
Distance Approach in Pairs Trading: Part II [Hudson and Thames]We have discussed Basic Distance Approach in the previous blog post. In this post, well look into one of the advanced methods in the Distance Approach and its differences to the Basic Distance Approach. If you havent read the previous blog post, we recommend reading it before you read this post: Introduction to Distance Approach in Pairs Trading: Part I Pearson Correlation Approach So, what