Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
-
Updated
Sep 24, 2020 - Python
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.
Code for Hedging via Opinion-based Pair Trading Strategy
Add a description, image, and links to the pair-trading-strategy topic page so that developers can more easily learn about it.
To associate your repository with the pair-trading-strategy topic, visit your repo's landing page and select "manage topics."