hi my name is Sahil from batch 41 epat course I wanted to ask can anyone share a resource where one can learn Kalman filters from pairs trading perspective and material is not a heavy on mathematics
Hi Sahil,
We do have a blog on
Kalman Filter Techniques And Statistical Arbitrage In China’s Futures Market In Python
and we are planning to add more blogs on the same content in the next couple of months. Thank you.