R Time series packages not included in CRAN Task View: Time Series Analysis

A Python project that finds cointegrated asset pairs and generates Z-score based trading signals. Simulates a portfolio backtest.

Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.

This project performs large scale Monte Carlo simulations of the eigenvalues that appear in Johansen's null distribution. Results are written to `*.dat` files which can be reloaded later for analysis.

Forecasting financial instrument prices using Vector Error Correction Models (VECM) and VAR. Includes cointegration analysis, impulse response functions, and forecast diagnostics for robust time series modeling.

Dynamic Financial Markets is a data-driven project analyzing stock interactions in the Indian cement sector. Using models like GARCH, Johansen Cointegration, and VAR, it explores volatility, long-term relationships, and dynamic dependencies among Shree Cement, UltraTech, and Ambuja Cement.

Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others. Cointegration and option pricing.

Financial Time Series Analysis

List of books on time series analysis, with links to code where available

Pairs trading strategy based on statistical arbitrage and cointegration, implemented in Python.

Robust backtesting suite for cointegration-based pairs trading on Nifty 50 (2015-2024) with Streamlit dashboard.

This repository showcases Pairs trading bot exploiting mean reversion in cointegrated assets. Fetches data, runs Engle-Granger tests, generates signals (Z-Score/Bollinger), and backtests results. A PyQt GUI provides interactive configuration and real-time visualization.

A web app for pairs trading | cointegration | signals | streamlit

A comprehensive analysis tool for evaluating copula-based investment strategies in financial markets. Includes functions for simulating fund performance under different copula assumptions and analyzing their impact on risk and return metrics.

Non-Linear Cointegration in Pairs Trading

First practice of Data Science and analyzing OHLCV data

Pair Trading Cointegration Analyse

Beer national sales forecasting

Statistical Investigation on the Relationship Between Climate Change, Food Availability, Agriculture Expansion, and Economic Growth in West Africa