Projects in Awesome Lists tagged with cointegration
A curated list of projects in awesome lists tagged with cointegration .
https://github.com/jerbouma/algorithmictrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
algorithm algorithmic-trading analysis arbitrage cointegration dual-listing finance options-arbitrage optiver pairs-trading python statistical-arbitrage
Last synced: 16 May 2025
https://github.com/simaki/cointanalysis
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
cointegration python time-series
Last synced: 13 Apr 2025
https://github.com/beliavsky/timeseriesanalysisbooks
List of books on time series analysis, with links to code where available
cointegration econometrics finance financial-time-series garch hidden-markov-models multivariate-time-series nonlinear-time-series r r-packages state-space-models stochastic-volatility time-series-analysis
Last synced: 06 Apr 2025
https://github.com/amirreza81/financial_data_analysis_practice
First practice of Data Science and analyzing OHLCV data
anomaly-detection autocorrelation cointegration data-science ecm eda error-correction error-correction-models log-return ohlcv ohlcv-data resampling volatility
Last synced: 15 Apr 2025
https://github.com/s1de-walker/pairs-watch
A web app for pairs trading | cointegration | signals
cointegration pairs-trading python streamlit streamlit-webapp
Last synced: 03 Mar 2025
https://github.com/tradeinsight-info/stock-pair-cointegration
Pair Trading Cointegration Analyse
cointegration pair-trading python
Last synced: 01 Mar 2025
