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hudson-and-thames/arbitragelab

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.

Owner
hudson-and-thames (organization)
Stars
Stars: 704
Forks
Forks: 231
Language
Python
License
BSD-3-Clause
Created
2020
Tier
Beta (700 to 1,999 ★) What this tier means
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