StatArbLab is a library featuring convinient and scalable implementations of various statistical arbitrage techniques. The library utilizes vectorized backtesting with customizable brokerage fee structures. StatArbLab is designed to serve students, academics, and quantitative researchers alike.
-
Notifications
You must be signed in to change notification settings - Fork 1
StatArbLab is a library featuring convinient and scalable implementations of various statistical arbitrage techniques. The library utilizes vectorized backtesting and customizable brokerage fee structures. StatArbLab is designed to serve students, academics, and quantitative researchers alike.
License
pranavwalia/StatArbLab
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
StatArbLab is a library featuring convinient and scalable implementations of various statistical arbitrage techniques. The library utilizes vectorized backtesting and customizable brokerage fee structures. StatArbLab is designed to serve students, academics, and quantitative researchers alike.
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published