bradleyboyuyang / Statistical-Arbitrage

High-frequency statistical arbitrage

Date Created 2022-12-23 (about a year ago)

Commits 25 (last one about a year ago)

Stargazers 152 (1 this week)

Watchers 6 (0 this week)

Forks 34

License mit

Ranking

RepositoryStats indexes 589,134 repositories, of these bradleyboyuyang/Statistical-Arbitrage is ranked #218,543 (63rd percentile) for total stargazers, and #298,964 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #5,168/17,281.

Other Information

bradleyboyuyang/Statistical-Arbitrage has Github issues enabled, there is 1 open issue and 1 closed issue.

All Topics

vasicek black-scholes option-greeks pairs-trading wiener-process brownian-motion statistical-arbitrage backtesting-frameworks high-frequency-trading ornstein-uhlenbeck-process

Star History

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Watcher History

Github watchers over time, collection started in '23

Recent Commit History

25 commits on the default branch (master) since jan '22

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Languages

The primary language is Jupyter Notebook but there's also others...

updated: 2024-12-01 @ 05:18pm, id: 581389529 / R_kgDOIqdM2Q