sap215/StatArbPairsTrading
This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods required in order to find a successful pair as well as the code implementation for a backtest.
Jupyter NotebookMIT
Stargazers
- Aditya-domQuranium
- aflansof
- AlexMorrow239Miami, Florida
- arat89
- barthSextic
- benhamal
- Cristian2432
- crosssun
- cxc1997UM
- Daniel-GoddardUnited Kingdom
- daQuincy
- djatlantic
- eesb99
- Garmin90
- hannahbeatty
- khckenneth
- KultrolMiami, FL
- LawrenceTheAnalystJohannesburg, South Africa
- MANU-TR3XX
- mykeypea
- natejoseph@UMInnovate
- ncg87
- NikeahX3
- PaulBrothertonJersey
- qwertymjsBeijing University of Posts and Telecommunications
- RD-Luthr
- rkfcheungLondon
- roylimon
- SdoofDevelopment Bank of Canada
- tcandzq
- turboyulin
- tylerviducic
- WhiteRabbit-XR
- YemiAkj10
- yigaza
- Zaisk