Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
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Updated
Nov 3, 2023 - Jupyter Notebook
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engle-granger
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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 vola…
python
machine-learning
trading-strategies
cointegration-strategy
crypto-markets
pairs-trading-strategy
vector-error-correction-model
engle-granger
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Updated
Jan 22, 2023 - Jupyter Notebook
Design of a mathematic model for cross-border ETF arbitrage strategy
sharpe-ratio
financial-analysis
mathematical-modelling
lstm-neural-networks
financial-engineering
arbitrage-trading
financial-transactions
etf-investments
hurst-exponent
engle-granger
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Updated
Aug 12, 2024 - Python
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