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Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)

Flirting with Models

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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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