https://hudsonthames.org/a-practical-intro-to-vine-copula/
Feb 5, 2023 - This post introduces the concept and theory behind vine copulas, the types of vine copulas, their modelling, and usage.
copulaarbitrageintrovinehudson
https://hudsonthames.org/copula-for-pairs-trading-introduction/
Feb 5, 2023 - This post introduces the concept and theory behind copulas, the types of copulas, their modelling, and usage in pairs trading.
pairs tradingcopuladetailedpracticalintroduction
https://hudsonthames.org/copula-for-pairs-trading-overview-of-common-strategies/
Feb 5, 2023 - In this post, we compare common copula pairs trading strategies (Threshold and MPI) and also take a look at a quick pairs selection method.
pairs tradingcopulastrategiesoverviewhudson
https://hudsonthames.org/copula-for-statistical-arbitrage-a-c-vine-copula-trading-strategy/
Feb 5, 2023 - This article introduces a vine copula strategy for statistical arbitrage, allowing us to model the relationships among multiple stocks.
copulaarbitragevinetradinghudson
https://hudsonthames.org/copula-for-statistical-arbitrage-stocks-selection-methods/
Feb 5, 2023 - This article introduces multiple stocks-selection methods popular for copula strategies, including the one capturing extreme tail co-moves.
copulaarbitragestocksselectionhudson