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ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

Home Page: https://hudsonthames.org/arbitragelab

License: BSD 3-Clause "New" or "Revised" License

Shell 0.06% Python 99.94%

arbitragelab's Introduction

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Contributors

aarondeb avatar andylingithub avatar artem-matiash avatar hansenpei avatar jackal08 avatar juanko96 avatar masimba007 avatar michellehtwork avatar panpip avatar proskurin avatar rootmao avatar stochastic-adventure avatar vijaynadimpalli avatar vlrie avatar

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