Trading of CoIntegration Pairs using Mean Reversion (Statistical Arbitrage) | by Arnav Gupta | Medium

Introduction

Trading of CoIntegration Pairs using Mean Reversion (Statistical Arbitrage) Arnav Gupta 7 min read · May 22, 2022 -- 1 Listen Share Press enter or click to view image in full size Introduction Introduced in 1970, Algorithmic Trading has revolutionized the capital markets with its speed, accuracy, and reduced costs. Today, about 60–73% of the Overall US Equity Trading falls under the umbrella of Algorithmic Trading, which gains a competitive edge by allowing for faster and easier execution of orders. While Technical Analysis forms the backbone of Algorithmic Trading, advancements in Artificial

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