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pairs-trading

Here are 5 public repositories matching this topic...

jhleong-quant-finance / R-pairstrading-shiny

Shiny frontend for the pairs trade search engine.

r quantitative-trading pairs-trading shiny-r

Updated Oct 7, 2019
R

wyattm94 / Pairs-Trading-Algorithm-with-Time-Series-Analysis

A custom-built pairs trading simulator in R to analyze different ways of coducting this type of trade on US Sector SPDRs. We assessed both commonly-used price and return correlations between assets as well as using model residuals for both ARIMA and GARCH (volatility) type time series modelling.

visualization r time-series analysis arima garch pairs-trading built-from-scratch

Updated Aug 19, 2021
R

Yuriy-AP / Pair-Trading

Simple test of pair-trading investment strategy (2017)

pairs-trading back-testing

Updated Dec 13, 2017
R

vinicioalmeida / pairsTradingCointegration

Pairs Trading screening with cointegration in R

r cointegration pairs-trading

Updated Feb 14, 2023
R

jhleong-quant-finance / R-pairstrading

The algorithm of searching for pontential pairs trading pair

r trading-strategies pairs-trading

Updated Oct 10, 2019
R

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