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.
statistical arbitragecopulaintrovinehudson
https://www.econstor.eu/handle/10419/147450
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
statistical arbitragevine copulaseconstor
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.
statistical arbitragecopulastocksselectionhudson
https://statarb.in/alternate-data-for-trading/
The article introduces and walks through the basics of testing the efficacy of an alternative data signal for trading an instrument.
alternative datastatistical arbitragetrading