GitHub topics: pair-trading-strategy
George-Dros/Pair_trading
A pair-trading algorithm using cointegration, linear regression, and Z-score-based entry/exit rules. The strategy, applied to validated stock pairs, achieved consistent portfolio growth from $24,050 to $25,489.50 over 2 years through trading simulation.
Language: Jupyter Notebook - Size: 593 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0
shimonanarang/pair-trading
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
Language: Python - Size: 1.33 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 38 - Forks: 12
guilhermessc/Pair-Trading
Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.
Language: Jupyter Notebook - Size: 371 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 5 - Forks: 3
quanthsu/Opinion-based-Pair-Trading-Strategy
Code for Hedging via Opinion-based Pair Trading Strategy
Language: Python - Size: 79.1 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 1
