#PairTrading #Bitcoin #Ethereum #Swaps #Crypto #HowToSwap #HowToPairTrade
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00:00 Introduction
01:20 What is Pair Trading
02:00 Why Trade Pairs
02:40 What is Correlation
03:00 Our BTC ETH Correlations per our Model
04:00 What is Cointegration
05:20 Why Cointegration and Correlation are Different
06:00 Cointegration is The Focus Here
06:10 Our Model Framework
06:33 ETH:BTC Mean Reversion
07:30 What is P Value - proves cointegration
08:14 P Value from our ETH:BTC Model
08:48 End Game
09:33 What is Mean Reversion
09:50 Key is Always to Start with your Thesis
11:00 Delta Between Log Pairs
11:34 The Model Version of The Pair Price Evolution
12:04 The TV Version of The Pair Price Evolution
12:43 The Mean Reversion Z-Score Signal
13:37 Model Analysis Part I - Buys Only
14:46 Visual of Buy and Sell Signals
16:00 Model Results from Part I - 1,617 Days
18:38 Model Results from Part 2 - 833 Days
19:46 Remember Tax Implications
20:11 Future Series