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.

Recent Posts

See All

Biotech & BioInformatics

Life itself is a technology now. Biotech has changed medicine. Contrary to common sense, perhaps, the notion that data has absolute value is simply not true. Data is only as valuable as the insight yo


DevOps is a collaboration of the development (Dev) and operations (Ops) teams with its foundation depending on providing IT automation. DevOps is an agile methodology that includes a set of practices