0:00 Let’s wrap up our progress in pairs trading
1:15 TTP correlation indicator
1:31 TTP Alt hedge: pair trading 40 coins
2:10 TTP Pair Cipher: pair trading 2 coins
3:25 The bad news: @TradingView is not great for scanning for good pairs
4::40 The good news: @TradingView can help testing pairs
5:50 The spread or ratio
6:25 Linear regression
7:28 Linear regression channel TV indicator
8:00 Loosing the cointegration
8:56 Spread hedge or slope: stationary spreads
10:10 Example: REQ/UNI 1 hour – using TTP pair slope/hedge
12:00 Augmented Dickey fuller (ADF) mean reverting test
12:56 Homework
14:03 Full wrap up
14:50 How traders use Z-score to trader cointegrated pairs
Market Makers and Liquidity Pools
December 7, 2024
