AlphaUncommon
wywongbd/pairstrade-fyp-2019
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
- Owner
- wywongbd (personal account)
- Stars
- Stars: 273
- Forks
- Forks: 70
- Language
- Python
- License
- MIT
- Created
- 2018
- Topics
- pairs-tradingmachine-learningreinforcement-learning
- Tier
- Alpha (250 to 699 ★) What this tier means
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