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GitHub / Dongwei-Li-code / Pairs-Trading-Based-on-Copulas
Using Copulas model to capture non-linear relationship between stock pairs and conduct statistical arbitrage by pairs trading strategies.
Stars: 0
Forks: 0
Open Issues: 0
License: None
Language: Jupyter Notebook
Repo Size: 513 KB
Dependencies: pending
Created: 5 months ago
Updated: 5 months ago
Last pushed: 5 months ago
Last synced: 5 months ago
Topics: copula, pairs-trading
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