A Useful Technique to Model Risk and Allocate Capital for Pairs Traders

[@ShawnJiang1125]

After watching 2 videos in a row, I feel likemy brain has been blown away! Looking forward to CW's new features!🤩

[@CryptoWizards]

Shawn! Thank you. Indeed this series is only the tip of the iceberg. What's coming is huge. Wait until we cover Copulas...

[@jon-uk1468]

Great video! This was easier for me to follow than the previous one 🙂 Looking forward to the next video and the CW updates 🙂

[@CryptoWizards]

Great feedback, thank you Jon!

[@Suriya-i4j]

i was really trying to learn garch model u made it easy

[@CryptoWizards]

Fantastic. Really happy to hear it helped!

[@youssefloufa804]

Finally you're back Can you make a trading challenge video with statistical arbitrage pls😢

[@CryptoWizards]

Sounds interesting, what do you have in mind?

[@youssefloufa804]

Like a series or a live trading video where you use statistical arbitrage

[@unisol111]

Thank you for this set of great videos. Could you add please some examples written in a code(Rust,Python) besides all the formulas? It would be great to see how to implement the formulas into code and see how it works in reality.😊

[@CryptoWizards]

Sure, here is a free coupon to the course which covers all of this in Python: www.udemy.com/course/dydx-pairs-trading-bot-build-in-python-running-in-the-cloud/?couponCode=9EA1DBADD72FD6975BF9

[@rakishman1313]

good but btc and eth is not cointegrated

[@CryptoWizards]

Yes true. It would have been better to have used a cointegrated pair.

[@alexjacob612]

That happens to me very often. One Trade will be on a large loss.

[@CryptoWizards]

Ok thanks for letting me know, I’ll look to get a more in depth capital allocation video out after the series