Cointegration in time series and pair trading strategies (Excel)

NEDL September 22, 2020
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Hello and welcome to NEDL! We are a team of academics with both research and teaching backgrounds and we believe that education should be free and accessible for everyone who wishes to learn. Our goal is to deliver good quality educational content for every level, to explain complex concepts in the simplest manner possible, and to share our passion for learning. ABOUT US Savva Shanaev Associate Fellow (Higher Education UK) Ph.D. in Finance, Northumbria University, Newcastle Arina Shuraeva BSc in Economics, University of London FINANCIAL MODELLING AND OTHER CONTENT ON THIS CHANNEL ARE PROVIDED FOR EDUCATIONAL AND RESEARCH PURPOSES AND CANNOT BE CONSIDERED INVESTMENT ADVICE OR RECOMMENDATION. PLEASE CONSULT WITH A LICENSED WEALTH PLANNER OR INVESTMENT MANAGER BEFORE MAKING ANY INVESTMENT DECISIONS. Emojis made by Freepik from Flaticon.

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How can one profit from their knowledge of econometrics on financial markets? The easiest answer is perhaps cointegration techniques and their applications to pair trading strategies. Today we will explore how to apply cointegration equations in Excel and use the output to design pair trading strategies and track their performance. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Finance! Please consider supporting NEDL on Patreon: https://www.patreon.com/NEDLeducation

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