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Cointegration vs. Correlation in Pairs Trading
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Cointegration vs. Correlation in Pairs Trading
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0:00 / 4:23
Chapters
Summary
Transcript
Chapters
1
Necessary but not sufficient
0:00
2
Correlation is not cointegration
0:27
3
The ≥2-of-3 gate
1:02
4
β stability vs. regime luck
1:39
5
Cost-fragility
2:20
6
Signal decay
3:08
7
Gate, then stress-test
3:46
