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Stat arb, in plain English.
Explainers on statistical arbitrage in crypto perpetual futures. How the math behind Hedgicore works, why textbook indicators fail on perps and how to evaluate any stat-arb platform.
Half-life is how long a pair stays interesting
If you trade pairs and do not know the half-life of your spread, you do not know when to exit. A practical tour of mean-reversion timescales.
How to read a stat-arb backtest without fooling yourself
Five questions to ask before you trust any backtest. Walk-forward partitioning, single-path insufficiency, PSR / DSR / PBO, transaction-cost realism and survivorship.
The hedge ratio is the whole game
The single most important number in a pairs trade is the one most articles do not mention by name. A practical tour of six estimators and what choice signals about a stat-arb platform.
Z-score on a crypto pair is not what you think
The z-score is correct math. The reason it fails on crypto pairs is everything around the math: drifting means, regime-shifting volatility, fake cointegration, missing costs and single-path backtests.
What statistical arbitrage actually is, in plain English
Stat arb is the trade where you stop caring which direction bitcoin goes. The short, opinionated guide to what it is, where it came from and why crypto is the harder version.