AlphaUncommon
bradleyboyuyang/Statistical-Arbitrage
High-frequency statistical arbitrage
- Owner
- bradleyboyuyang (personal account)
- Stars
- Stars: 289
- Forks
- Forks: 58
- Language
- Jupyter Notebook
- License
- MIT
- Created
- 2022
- Topics
- backtesting-frameworkshigh-frequency-tradingoption-greeksornstein-uhlenbeck-processpairs-tradingstatistical-arbitragevasicekwiener-processblack-scholesbrownian-motion
- Tier
- Alpha (250 to 699 ★) What this tier means
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