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Statistical Arbitrage Trading Pairs

What are z score values?

A Z score is the value of a supposedly normal random variable when we subtract the mean and divide by the standard deviation, thus scaling it to the standard normal distribution. Each case gets its own z-score.

Identify a pair of equities that possess a residuals time series which has been statistically identified as mean-reverting. In this case, Microsoft, Google and Facebook pairs trading.

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Generative AI report

Top GenAI companies: OpenAI Google Anthropic Meta Mistral Stability AI MidJourney Top GenAI Models GPT 4 Gemini 1.5 Llama2 Mistral Claude Stable Diffusion


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