The Secret of Cointegration and the Stock Pair Trading Strategy

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Learn one of the best-kept secret hedge fund trading strategies for pair trading - cointegration. Used by professionals for over 50 years to deliver consistent monthly profits from stock trading, regardless of market direction. Additional benefit of protection from crashes and drawdowns through use of hedging. Presented by Geoffrey S. T. Hossie, Managing Director of Event Driven Investor Ltd.

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The best video on cointegration i have ever seen on youtube!

jackyckb
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In pair trading correlated currency pairs(say AUD/USD & NZD/USD) do you compare RSI value & sell overpriced pair & buy the weaker? OR do you compare CCI of each pair? Do you suggest using cross currencies as pair trades(eg EUR/JPY & GBP/JPY)? On 4H chart sum up RSI 3, RSI 7, RSI 14, & compare added value on each pair. Thank you.

navketan
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How do you recommend to control risks? I scan IB order options and didn't find any where I can add pair stop order? There is only pair order type in hedge options but it works good for opening only. It doesn't fit for exit in case my positions continue to go against me. I need order where I can monitor price difference between buy and sale positions. But I can not find such order option. What is your recommendation?

evgenypleskach
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Thanks a lot.

It would be great help, if you can make video on how to calculate co-integration or ADF value or P value in Google sheets.

naveendn
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Amazing content. I am watching a lot of this channel videos and learning a lot.

There is some deep educational content for those who sign up for the tool?

Gustavo-bihv
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Good video, but won’t the profitability of pair trading strategy be arbitraged out the more they’re implemented?

merkonerko
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Great content . Something is off with the audio though ; a lot of static .

biggdogg