Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
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Sep 24, 2020 - Python
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pair-trading-strategy
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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.
financial
quantitative-finance
equity
financial-analysis
algorithmic-trading
quantitative-trading
pair-trading
stochastic-volatility
pair-trading-strategy
equity-research
beta-hedging
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Updated
Oct 28, 2020 - Jupyter Notebook
Code for Hedging via Opinion-based Pair Trading Strategy
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Nov 22, 2022 - Python
Statistical Arbitrage Trading Strategy: Developed and backtested a pair-trading algorithm using cointegration, linear regression, and Z-score-based entry/exit rules. The strategy, applied to validated stock pairs, achieved consistent portfolio growth from $24,050 to $25,489.50 over 2 years through trading simulation.
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Nov 22, 2024 - Jupyter Notebook
Pair trading strategy integrates multiple components, including technical analysis indicators, machine learning models, and risk management techniques.
python
machine-learning
xgboost
hidden-markov-model
financial-analysis
pair-trading-strategy
divergence-trading
mean-reversion-strategy
finacial-reporting
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Updated
Aug 5, 2024 - Jupyter Notebook
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