P-Values, MacKinnon, and Sample Length — Ready Conjunction and Pair Discovery | TheNode.pro

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Ready Conjunction and Pair Discovery

P-Values, MacKinnon, and Sample Length

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Ready Conjunction and Pair Discovery

Course Overview

Why Gates Exist

1Why Pairs Die Out of Sample

2Gate 1: Stale Bars and Zero Returns

3Gate 2: Liquidity, Vol, Amihud

4Gate 3: Engle–Granger on Log Prices

Rank, OU, and Breaks

5P-Values, MacKinnon, and Sample Length

6Gate 4: Johansen as a Rank Score

7Gate 5: OU via Exact AR(1), Not Euler

8Half-Life and Z-Score Lookback

FDR and Ready Flags

9Gate 6: PELT Breaks in the Train Tail

10FDR: Why 300 Tests Need BY

11Ready Flags: Structure vs Advisory

12Walking One Pair Through All Six Gates

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