Topic: cointegration Goto Github
Some thing interesting about cointegration
Some thing interesting about cointegration
cointegration,R finance guide - Algotrading101
Organization: algotrading101
Home Page: https://algotrading101.com/learn/r-finance-guide/
cointegration,Java library for testing unitroot and cointegration
User: ammasjk
cointegration,A repository to explore the concepts of applied econometrics in the context of financial time-series.
User: andreachello
cointegration,On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backtesting. The main ideas involve cointegration, kalman filter, copulas, and machine learning approaches. Since it is a market-neutral strategy, we will analyse the performance on its alpha rather than sharpe ratio.
User: anthonyli01
cointegration,Beer national sales forecasting
User: apoorvaa30
cointegration,
User: atecon
cointegration,
User: atecon
cointegration,
User: atecon
cointegration,This repository contains the do-files for all my statistical analyses published in Twitter or elsewhere.
User: bitcoinelf
cointegration,La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC
User: cdcarrion
cointegration,
User: dcuoliveira
cointegration,Implementations of various trading strategies
User: erfansalavati
cointegration,An R package to implement VEC models
User: gianlucacarpigo
cointegration,Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates
User: gregorio-saporito
cointegration,pair trading(stat arb), July 2017
User: jeffzzzhang
cointegration,This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
User: jerbouma
Home Page: https://www.jeroenbouma.com/
cointegration,Non-Linear Cointegration in Pairs Trading
User: leeway00
cointegration,A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
User: lukstei
cointegration,Machine learning applications in Finance.
User: marcotav
cointegration,
User: mariometrics
cointegration,
User: nutansahoo
cointegration,Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.
User: olesyamba
cointegration,Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints
User: osya
cointegration,Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
User: ozdemirozcelik
cointegration,Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
User: shimonanarang
cointegration,NumXL SDK
Organization: spiderxl
cointegration,C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates profits of applying the Pairs Trading Strategy to these stocks. To Project further Includes code to conduct statistical inference and a Function to perform the Augmented Dickey-Fuller Test for stationarity of a time series, which is part of the Engel-Granger Test for cointegration.
User: tobias-mann
cointegration,A co-integration analysis that focuses on analyzing different factors affecting Bitcoin's price
User: tramvn1996
cointegration,Pairs Trading screening with cointegration in R
User: vinicioalmeida
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