Acerca de Entropy Chase
Music (guitar, bass, vocals), python code, & observations
Just a hooligan making music: https://soundcloud.com/entropychase
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A lot of folks talk about trying to profit from pairs trading. The idea is to look at two assets that are nearly identical to one another, and track the discrepancy between the two. When that discrepancy gets big, you bet on it eventually getting smaller. In 90% of cases, pairs trading strategies discussed on social media don't make sense. We'll look at an example that makes sense, an exampl...
Harsh Lessons I Learned About Pairs Trading
Feb 20, 2025
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