DeFi University

3 modules · 12 lessons · about 4 hours

Ready Conjunction and Pair Discovery

Five hard gates (stale bars through PELT) plus FDR, with Johansen as an advisory score, so a 300-pair scan does not invent cointegration.

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Module 1: Why Gates Exist

  1. 1Why Pairs Die Out of Sample10 minExercise
  2. 2Gate 1: Stale Bars and Zero Returns9 minExercise
  3. 3Gate 2: Liquidity, Vol, Amihud9 minExercise
  4. 4Gate 3: Engle–Granger on Log Prices9 minExercise
  5. ?Module 1 quiz

Module 2: Rank, OU, and Breaks

  1. 5P-Values, MacKinnon, and Sample Length10 minExercise
  2. 6Gate 4: Johansen as a Rank Score8 minExercise
  3. 7Gate 5: OU via Exact AR(1), Not Euler10 minExercise
  4. 8Half-Life, Units, and Memory Length10 minExercise
  5. ?Module 2 quiz

Module 3: FDR and Ready Flags

  1. 9Gate 6: PELT Breaks in the Train Tail9 minExercise
  2. 10FDR: Why 300 Tests Need BY10 minExercise
  3. 11Ready Flags: Structure vs Advisory10 minExercise
  4. 12Walking One Pair Through All Six Gates10 minExercise
  5. ?Module 3 quiz