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Our Strategy
At Chelsea Trading, we use the Capital Asset Pricing Model along with Machine Learning Algorithms and Stochastic Calculus to Identify advantageous trade opportunities in the market. Our paper on our strategy is listed below. The Repository for our source code can be found here.
Chelsea Trading
Attached to the PDF below is a comprehensive review of Chelsea Trading's Statistical Arbitrage and Mean-Reversion Strategy & Implementation. It is a 23-page report that covers our strategy in its entirety. It is listed as a PDF link because WIX does not allow for a file of that size to be embedded into the website.
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