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@maybequant
MaybeQuant
@maybequant
Equities
working on a stat arb cointegration trading strat between AI ''baskets'', let's say that I divide stocks into 6 baskets, something like ''hardware'' vs ''cloud'' ecc, curious to know what would you guys use to validate the adhésion of a stock to a cluster or another. What stat btween stocks that should be in the same cluster would you say fits best the ''clustering rule''? ( I actually already worked that out and I might have found something very interesting)
Jun 03, 2026 · 09:43 AM · 65 views · Commons
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@convexity
Convexity Life Mod Acolyte
@convexity · Jun 03, 2026 · 04:15 PM
Acolyte
Many AI companies have evolved dramatically.

Does a stock’s cluster membership change through time, or are you treating cluster assignments as fixed? If dynamic, what drives the reassignment?
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