https://xuquant.com/tags/spread-trading/Recent content in Spread-Trading on Xu'Bloghttps://xuquant.com/images/profile.jpghttps://xuquant.com/images/profile.jpgHugo -- 0.152.2enSun, 13 Apr 2025 10:00:00 +0800https://xuquant.com/posts/strategies/basic_spread_strategy/Sun, 13 Apr 2025 10:00:00 +0800https://xuquant.com/posts/strategies/basic_spread_strategy/Principles of spread trading execution with price-level order management, covering two-leg execution, leg-out risk, and time-based filteringhttps://xuquant.com/posts/strategies/statistical_arbitrage_strategy/Sun, 06 Apr 2025 10:00:00 +0800https://xuquant.com/posts/strategies/statistical_arbitrage_strategy/A rigorous treatment of statistical arbitrage via Bollinger Band mean reversion on spread, covering cointegration theory, spread modeling, and the risk of non-reversion