https://github.com/hsm207/arimagarch_quantstrat

An ARIMA+GARCH trading strategy
https://github.com/hsm207/arimagarch_quantstrat

Last synced: 8 months ago
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An ARIMA+GARCH trading strategy

• Host: GitHub
• URL: https://github.com/hsm207/arimagarch_quantstrat
• Owner: hsm207
• License: gpl-3.0
• Created: 2021-05-01T12:25:53.000Z (over 4 years ago)
• Default Branch: main
• Last Pushed: 2021-05-09T13:03:43.000Z (over 4 years ago)
• Last Synced: 2025-01-14T11:17:21.447Z (9 months ago)
• Language: HTML
• Size: 511 KB
• Stars: 3
• Watchers: 4
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Introduction

 

Code to accompany my [How To Build An ARIMA+GARCH Trading Strategy Using quantstart](https://pub.towardsai.net/how-to-build-an-arima-garch-trading-strategy-using-quantstart-a6eec45b6f7d) blog post on Medium.