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GitHub / Jspano95 / Jspano_MScQFin_Thesis
Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Jspano95%2FJspano_MScQFin_Thesis
Stars: 3
Forks: 0
Open Issues: 0
License: None
Language: Jupyter Notebook
Repo Size: 5.02 MB
Dependencies: pending
Created: over 3 years ago
Updated: 7 months ago
Last pushed: almost 3 years ago
Last synced: 7 months ago
Topics: arbitrage-trading, bonds, cds, cointegration-analysis, financial-data, financial-markets, timeseries-analysis, vecm, vectorautoregressive