- ๐ Hi, Iโm @liu-lu
- ๐ Iโm interested in Economics, Time Series Analysis, Machine Learning
- ๐ฑ Iโm currently learning Coding
- ๐๏ธ Iโm looking to collaborate on ...
- ๐ซ How to reach me ...
liu-lu / statistical-arbitrage-18-19 Goto Github PK
View Code? Open in Web Editor NEWThis project forked from wywongbd/pairstrade-fyp-2019
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach (proposed).
License: MIT License