
Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)
Flirting with Models
Cointegration Unlocks the Spreads
Anels turned omoriate the math behind the concept. Any thoughts as to why cointegration unlocked the spreads? Good questions. I never questioned morit system, be honest. It's mostly used in mean reversion or pas trates. But many people use it less so on a pure trent following thing. And my adea rond wide works for moriis that he's pasically introducing some mean reversion feature in a trent following concept. That actually adds nicely to the trent following experience.
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