Pair trading with native Kalman Filter/O-U process model (for Quantopian)
IEOR E4733 Algorithmic Trading
License
jackcht/algo_trading
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
IEOR E4733 Algorithmic Trading
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published