seongyun-ko/Stat-Arb
A pair trading strategy to check for robustness of co-integration on two fundamentally similar assets and fit them to a OU process and throw out a backtested result.
Jupyter NotebookMIT
No issues in this repository yet.
A pair trading strategy to check for robustness of co-integration on two fundamentally similar assets and fit them to a OU process and throw out a backtested result.
Jupyter NotebookMIT
No issues in this repository yet.