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Cointegration vs Correlation - Crypto Trading 

Crypto Wizards
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What is the difference between correlation and cointegration? When pairs trading or arbitraging, you may benefit greatly from knowing how well cointegrated a given pair is. In this video, we show a live example of a correlated pair and a cointegrated pair.

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29 сен 2024

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Комментарии : 13   
@yongwoo1020
@yongwoo1020 4 года назад
Also, is it sufficient to put on a position if you’ve just observed (essentially data mined) a cointegration but have no reasonable explanation behind it? I think the quality of your understanding on any apparent cointegrated/correlated phenomenon should be taken into account when determining the risk you are willing to take AND that this point should be explicitly made when this topic is discussed (despite how obvious it seems to be).
@CryptoWizards
@CryptoWizards 4 года назад
Thank you. I agree, will work on a better model for this.
@anonismust
@anonismust 5 лет назад
@crypto wizards Brother I want to shoot you an email what’s the addy? Edit: all good i found it and emailed you
@yongwoo1020
@yongwoo1020 4 года назад
Great video. You may have wanted to use a top bottom graph AND combination graph for both pairs to make your point.
@scarlett.whit3
@scarlett.whit3 5 лет назад
Can't wait for the upcoming videos!! :) I got excited when I finally saw you uploaded. Thanks so much for your content! Any chance you're going to make more videos on triangular arbitrage btw? Would love to see more on that, your past videos on it were so well made pleasant to follow through :)
@CryptoWizards
@CryptoWizards 5 лет назад
Scarlett! Great to hear from you! Yes, indeed. Have just added a multi-exchange triangular arbitrage tool to the web community. Am going to do a recap on triangular arbitrage again and demonstrate the low hanging fruit. Before that video, will be covering leading metrics and doing an intro to Santiment who are kindly providing VW with advanced price-leading analytical data. Exciting times.
@mvterra6
@mvterra6 2 года назад
Hello! How would you determine the amount for short and long? I mean, you define $1000 dollars for coin1 and the amount of coin1 multiplied/divide by the slope for coin 2?
@FBAMAP
@FBAMAP 2 года назад
Hiw can we contact you in telegram mate?
@JitendraKumar-ek2ts
@JitendraKumar-ek2ts 4 года назад
dear u didn't explain correlation ..
@CryptoWizards
@CryptoWizards 4 года назад
Thanks for the feedback. Will take this on board.
@craigfelt9905
@craigfelt9905 5 лет назад
Shauno video too short got a small Bite & now have to wait for the main courses. Got me excited man. I have the man to develop these bots bro. Chat soon. Thanks for the solid content. Keep your head held high. God bless..
@CryptoWizards
@CryptoWizards 5 лет назад
Haha, awesome Craig! Not to worry more on it's way! You're gonna really like the zscore stuff!
@minecraaftplayer8824
@minecraaftplayer8824 3 года назад
Nice man 👍🤩
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