Carlossn/Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks Carlossn/Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks

  • Stars
    star
    13
  • Rank 1,512,713 (Top 30 %)
  • Language
    Jupyter Notebook
  • Created about 5 years ago
  • Updated about 5 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
Carlossn/Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks
github

Carlossn

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Optimization and Factor Analysis

More Repositories

1

Py-NLP-applied-to-Event-Driven-Investing-Profit-Warning-Prediction

Applying NLP (Natural Language Processing) techniques to predict profit warnings using conference call transcripts
Jupyter Notebook
15
star
2

Py-Returns-Performance_Analysis

Python notebook to import a monthly returns series (stock, strategy, etf, etc) and analyze it using multifactor models and several portfolio analysis tools
Jupyter Notebook
2
star
3

R-Stock-Screen-Backtesting-Anaysis-App

R Shiny app created to analyze a stock screen data input
R
1
star
4

database

Using Python and MySQL to obtain and store financial data from public sources
Jupyter Notebook
1
star
5

Py-Using-Alternative-Data-to-Anticipate-Stocks-Momentum-

Web scraping box office data and creation of weekly indices to anticipate a stock price and earnings momentum for “movie” stocks (e.g. Lionsgate)
Jupyter Notebook
1
star