GitHub topics: cointegration-strategy
nirajdsouza/statistical-arbitage-strategy
Simple Python program to understand the basics of Statistical Arbitrage
Language: Python - Size: 357 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
lukstei/trading-backtest
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Language: Java - Size: 165 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 313 - Forks: 140
eshan-kaul/PairsTrading-Crypto
An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high volatility and fluctuation that exists in the crypto markets. The pairs trading strategy is an example of a market-neutral strategy that attempts to take advantage of the mean reversion principle to eliminate inefficiencies between two highly correlated assets. In a market that is riddled with inefficiencies, the pairs trading strategy might be a highly effective and lucrative trading stagey for investors in crypto markets.
Language: Jupyter Notebook - Size: 3.26 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 2
