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pypi.org : arbitragelab
ArbitrageLab is a collection of algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading. We have extended the implementations to include the latest methods that trade a portfolio of n-assets (mean-reverting portfolios).
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purl: pkg:pypi/arbitragelab
Keywords: arbitrage, finance, investment, education, trading
License: BSD-3-Clause
Latest release: 25 days ago
First release: about 2 months ago
Downloads: 587 last month
Last synced: 25 days ago