GitHub - oskarringstrom/StatArbProject: Statistical Arbitrage trading algorithm for QuantConnect. Main ideas taken from "Pairs Trading Evaluation of profitability and risks on the Swedish stock market" (http://lup.lub.lu.se/luur/download?func=downloadFile&recordOId=7370318&fileOId=7370368).

oskarringstrom / StatArbProject Public

Statistical Arbitrage trading algorithm for QuantConnect. Main ideas taken from "Pairs Trading Evaluation of profitability and risks on the Swedish stock market" (http://lup.lub.lu.se/luur/download?func=downloadFile&recordOId=7370318&fileOId=7370368).

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Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
DataStructures.py		DataStructures.py
StatisticalAnalysis.py		StatisticalAnalysis.py
TradingLogic.py		TradingLogic.py
UniverseSelection.py		UniverseSelection.py
main.py		main.py