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https://github.com/yogeshsingh-11/statistical-arbitrage-using-pair-trading
in this project, I implemented a pair trading strategy using historical price data, identifying pairs of assets that exhibit mean-reverting behavior, and backtested the strategy to evaluate its profitability.
https://github.com/yogeshsingh-11/statistical-arbitrage-using-pair-trading
Last synced: 14 days ago
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in this project, I implemented a pair trading strategy using historical price data, identifying pairs of assets that exhibit mean-reverting behavior, and backtested the strategy to evaluate its profitability.
- Host: GitHub
- URL: https://github.com/yogeshsingh-11/statistical-arbitrage-using-pair-trading
- Owner: yogeshsingh-11
- Created: 2024-12-07T00:17:56.000Z (21 days ago)
- Default Branch: main
- Last Pushed: 2024-12-07T00:41:42.000Z (21 days ago)
- Last Synced: 2024-12-07T01:22:38.050Z (21 days ago)
- Language: Python
- Size: 17.6 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0