Akses Terbatas: Pairs Trading & Statistical Arbitrage Lab
Pengujian kointegrasi Engle-Granger ADF, kalkulasi OLS hedge ratio (β), Ornstein-Uhlenbeck half-life, dan kalkulator eksekusi simulasi arbitrase statistik eksklusif untuk Fund Portfolio Manager.
Engle-Granger Two-Step ADF Cointegration
Dynamic Rolling OLS Beta & Z-Score Spread
Ornstein-Uhlenbeck Mean Reversion Half-Life
Sizing Lot Eksekusi Hedging Simetris