1 link tagged with all of: hedge-funds + econometrics + cointegration + quant-research + time-series
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Hedge funds pay $650K–$950K a year for quants who spot cointegrated price pairs rather than mere correlation. Nobel laureate Robert Engle’s free lecture covers the Engle-Granger and related tests and explains why ongoing maintenance—retesting relationships, sizing for costs and monitoring p-values—is what sustains the trading edge.
cointegration
quant-research
hedge-funds
econometrics
time-series