In this project we provide a backtesting pipeline for intraday statistical arbitrage. Both traditional spread models (i.e. pairs trading with cointegration ...

This repo contains the official code for our paper Deep Learning Statistical Arbitrage, available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3862004

The goal of this project is to perform long-short statistical arbitrage using pairs trading on the most volatile stocks of SnP500 using their weights as ...

A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean ...

The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python. python finance trading data-analysis ...

The strategy analyzes the performance of equity statistical arbitrage in US stock market. We collected totally 482 stocks which are existed between 1/1/2006 ...

This project aims to develop a statistical arbitrage strategy for cryptocurrencies using Python. The primary goal is to leverage mean-reversion trading and ...

Statistical arbitrage trading or pairs trading as it is commonly known is defined as trading one financial instrument or a basket of financial instruments. The ...

On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backtesting.

A key component of the statistical arbitrage strategy is knowing when to open and close positions. For my strategy, I chose to utilise a period 15 bollinger ...