TLDR:

• Introduces a vine copula-based strategy for statistical arbitrage from [Stübinger et al., 2018]
• With the power of vine copula, we can directly model the relationships among multiple stocks.
• Generate trading signals based on them from a mean-reversion bet.

Cover the following topics:

1. Quick overview of copula-based trading strategies.
2. Idea and typical workflow of the C-vine copula approach.
3. Strategy assumptions and details.
4. Comments and some analysis for this strategy.

Read More Link

Whilst the topic of statistical arbitrage seems to be trending on this channel, thought you would enjoy this introduction to Vine Copula for pairs trading. (Quantocracy)

https://hudsonthames.org/a-practical-intro-to-vine-copula/

TLDR:

• Copula is a great statistical tool to study the relation among multiple random variables: By focusing on the joint cumulative density of quantiles of marginals, we can bypass the idiosyncratic features of marginal distributions and directly look at how they are “related”
• Vine copula grants great flexibility in dependence modeling among multiple random variables.
• For trading, it provides a valid approach to capture higher dimensional statistical arbitrage, which is harder to come up intuitively with by non-quant traders.
• It also has other applications in risk management.
• Once one can wrap the head around the concepts, vine copula is a model with great interpretability.

Gen Angen

This style of poetry, gen angen, which literally translates to eighteen (three double-three), represents a style of Giyen Okan poetry in which each stanza contains 6 lines, each containing 3 characters. Within each poem, there are usually six stanzas in total, so overall the poems have 108 characters. Unlike normal text which is written from left to right horizontally, this form of poetry is written right to left vertically. This creates a feeling of sanko, togetherness, and allows for word play to not only be within the sound of the words, but also by how they are written. Characters or words may tend to repeat, conjunctions may be left out, many adverbs are used, and characters who share similar shapes will appear next to each other. The following poem is called Ha, and there is an attached image to show the script. The romanization is basically IPA except /j/ <y>, ɸ <f>, ɾ <r>, and ʋ <v>.

Poem in the Misan Okan Logography

Ha
ivy
Ivy

------------------------

dugi ora ha
skin grab ivy
Ivy grabs (my) skin

uateme dilu
tight-ADV be.trapped
(I) am trapped tightly

ila ou ranu
foot and back
(my) feet and back

gi lalaume
body zig.zag-ADV
wrapping (my) body

okela puname
circle begin-ADV
beginning to circle

atu unko te
grass sink 1S
I sink (into) green

------------------------

raso me naya
explode 3S bloom
They explode (and) bloom

kuka ou una
divide and break
(They) divide and break

uyen e
wind/spirit-GEN that
into^(1) wind which

lana dile hon
sunrise escape gather
gathers (my) pink escape

anola supu moga
away.from rape vine
away from raping vines

ukeba garon
thorn rose-GEN
(and) rose thorns

------------------------

renna naugo e
ripe/when fruit that
(When) the fruits ripen which

orai nauko
outstretched.arm-PL fall.off
fall (into my) arms

meyou mio
3S-INE work
inside whom (is) a soft^(2) work

reni mon
soft meat-GEN
of meat

gu yoloun
fresh.flesh/corpse sugar-GEN
(its) sweet flesh

te ipun anote
1S bite call
(it) calls my bite

------------------------

ren viyo dusu
after gold be.hidden
After it is hidden (by) gold

dubaka e
forest-color that
deep green^(3) which

vireko da e
`c

I don't want to step on anybody's toes here, but the amount of non-dad jokes here in this subreddit really annoys me. First of all, dad jokes CAN be NSFW, it clearly says so in the sub rules. Secondly, it doesn't automatically make it a dad joke if it's from a conversation between you and your child. Most importantly, the jokes that your CHILDREN tell YOU are not dad jokes. The point of a dad joke is that it's so cheesy only a dad who's trying to be funny would make such a joke. That's it. They are stupid plays on words, lame puns and so on. There has to be a clever pun or wordplay for it to be considered a dad joke.

Again, to all the fellow dads, I apologise if I'm sounding too harsh. But I just needed to get it off my chest.

Do your worst!

Alot of great jokes get posted here! However just because you have a joke, doesn't mean it's a dad joke.

THIS IS NOT ABOUT NSFW, THIS IS ABOUT LONG JOKES, BLONDE JOKES, SEXUAL JOKES, KNOCK KNOCK JOKES, POLITICAL JOKES, ETC BEING POSTED IN A DAD JOKE SUB

Try telling these sexual jokes that get posted here, to your kid and see how your spouse likes it.. if that goes well, Try telling one of your friends kid about your sex life being like Coca cola, first it was normal, than light and now zero , and see if the parents are OK with you telling their kid the "dad joke"

I'm not even referencing the NSFW, I'm saying Dad jokes are corny, and sometimes painful, not sexual

So check out r/jokes for all types of jokes

r/unclejokes for dirty jokes

r/3amjokes for real weird and alot of OC

r/cleandadjokes If your really sick of seeing not dad jokes in r/dadjokes

Punchline !

Edit: this is not a post about NSFW , This is about jokes, knock knock jokes, blonde jokes, political jokes etc being posted in a dad joke sub

Edit 2: don't touch the thermostat

They were cooked in Greece.

I'm surprised it hasn't decade.

Two muffins are in an oven, one muffin looks at the other and says "is it just me, or is it hot in here?"

Then the other muffin says "AHH, TALKING MUFFIN!!!"

Don't you know a good pun is its own reword?

For context I'm a Refuse Driver (Garbage man) & today I was on food waste. After I'd tipped I was checking the wagon for any defects when I spotted a lone pea balanced on the lifts.

I said "hey look, an escaPEA"

No one near me but it didn't half make me laugh for a good hour or so!

Edit: I can't believe how much this has blown up. Thank you everyone I've had a blast reading through the replies 😂

It really does, I swear!

Because she wanted to see the task manager.

But that’s comparing apples to oranges

And boy are my arms legs.

And now I’m cannelloni

Heard they've been doing some shady business.

but then I remembered it was ground this morning.

Edit: Thank you guys for the awards, they're much nicer than the cardboard sleeve I've been using and reassures me that my jokes aren't stale

Edit 2: I have already been made aware that Men In Black 3 has told a version of this joke before. If the joke is not new to you, please enjoy any of the single origin puns in the comments

BamBOO!

They’re on standbi

A play on words.

My daughter, Chewbecca, not so much.

Pilot on me!!

Christopher Walken

Nothing, he was gladiator.

Or would that be too forward thinking?

Dad jokes are supposed to be jokes you can tell a kid and they will understand it and find it funny.

This sub is mostly just NSFW puns now.

If it needs a NSFW tag it's not a dad joke. There should just be a NSFW puns subreddit for that.

Edit* I'm not replying any longer and turning off notifications but to all those that say "no one cares", there sure are a lot of you arguing about it. Maybe I'm wrong but you people don't need to be rude about it. If you really don't care, don't comment.

What did 0 say to 8 ?

" Nice Belt "

So What did 3 say to 8 ?

" Hey, you two stop making out "

When I got home, they were still there.

I won't be doing that today!

Hindus, on the other hand, never had any beef.

This morning, my 4 year old daughter.

Daughter: I'm hungry

Me: nerves building, smile widening

Me: Hi hungry, I'm dad.

She had no idea what was going on but I finally did it.

Thank you all for listening.

[Removed]

There hasn't been a post all year!