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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.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Dongwei-Li-code%2FPairs-Trading-Based-on-Copulas

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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