[D] Trading Strategies Used by Quant Companies
Hello. I’m currently working on a financial machine learning project. I was recently reading a paper titled Statistical Arbitrage Pairs Trading Strategies – Review and Outlook (Krauss, 2017 Journal of Economic Surveys) in order to better understand how pairs trading works and how I would be able to apply machine learning to it. I was a bit disappointed with the lack of detail regarding this section in the paper, but this made me thinking: What kind of actual strategies are companies that use machine learning for pairs trading use?
I know that there’s not a lot of information regarding actual trading strategies utilized by companies and individuals, but this is why I was prompted to make a post here in hopes that anyone who may be knowledgeable on the subject would be kind enough to provide their input.
Are there are well-known machine learning strategies that I should be aware of? No need to mention the specific entity name, the name of the strategy would suffice.
Thanks in advance!