Born at Morgan Stanley in the late 1980s, under the wing of Nunzio Tartaglia and his team, who later split up to start several of the world’s best hedge funds, namely PDT Partners and D.E. Shaw (which then lead to Two Sigma). Pairs trading has proven to be a popular and sophisticated trading strategy, often taught in advanced MSc Financial Engineering programs.
ArbitrageLab is a python library filled with algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading.
This playlist is a series of lecture videos that explore advanced topics and highlight how your team can compete with the world’s best hedge funds!