Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks

(★ 16)

CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Optimization and Factor Analysis

Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks 최신버젼 다운로드

최종 버전 다운로드 (.zip)
// repository documentation