Using Capulas model to capture non-linear relationship between stock pairs and conduct statistical arbitrage by pairs trading strategies.
-
Notifications
You must be signed in to change notification settings - Fork 2
Dongwei-Li-code/Pairs-Trading-Based-on-Copulas
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
Using Copulas model to capture non-linear relationship between stock pairs and conduct statistical arbitrage by pairs trading strategies.
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published