https://github.com/rcode879/p-value-checker
The code I made to find stocks with suitable cointegration for pairs trading using the Engle-Granger test to calculate p values of different stock pairs.
https://github.com/rcode879/p-value-checker
Last synced: 2 months ago
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The code I made to find stocks with suitable cointegration for pairs trading using the Engle-Granger test to calculate p values of different stock pairs.
- Host: GitHub
- URL: https://github.com/rcode879/p-value-checker
- Owner: Rcode879
- License: mit
- Created: 2025-11-07T04:21:40.000Z (5 months ago)
- Default Branch: main
- Last Pushed: 2025-11-07T04:22:16.000Z (5 months ago)
- Last Synced: 2025-11-07T06:11:07.853Z (5 months ago)
- Language: Python
- Size: 2.93 KB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
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Metadata Files:
- License: LICENSE