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High-frequency statistical arbitrage

License: MIT License

Jupyter Notebook 99.82% Python 0.18%
backtesting-frameworks high-frequency-trading option-greeks ornstein-uhlenbeck-process pairs-trading statistical-arbitrage vasicek wiener-process black-scholes brownian-motion

statistical-arbitrage's Issues

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This project looks really interesting. Can you please add a license to the repository so other developers can understand usage rights?

Thank you!

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