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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Graphs & Unsupervised Machine Learning

ML Algorithms Comparative Analysis

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Why does a transformer not use an activation function following the multi-head attention layer?

why in the transformer model from the "Attention is all you need" paper there is no activation applied after both the multihead attention layer and to the residual connections. It seems to me that the