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cointegration-strategy

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eshan-kaul / PairsTrading-Crypto

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An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high vola…

python machine-learning trading-strategies cointegration-strategy crypto-markets pairs-trading-strategy vector-error-correction-model engle-granger
  • Updated Jan 22, 2023
  • Jupyter Notebook
Analysis-and-Forecasting-of-Financial-Time-Series-Selected-Cases

JaydipSen / Analysis-and-Forecasting-of-Financial-Time-Series-Selected-Cases

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This repository of codes includes in the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Casle upon Tyne, United Kindoam, in 2022.

portfolio time-series risk-analysis risk lstm-model portfolio-optimization hierarchical optimization-algorithms lstm-neural-networks mean-variance-optimization hierarchical-clustering time-series-analysis time-series-prediction time-series-forecasting garch-models gjr-garch cointegration-strategy egarch cointegration-analysis
  • Updated Sep 29, 2022

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