• Stars
    star
    84
  • Rank 389,211 (Top 8 %)
  • Language
    Jupyter Notebook
  • License
    BSD 3-Clause "New...
  • Created about 4 years ago
  • Updated 6 months ago

Reviews

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

Repository Details

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

More Repositories

1

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Python
3,933
star
2

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Python
484
star
3

portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
149
star
4

backtest_tutorial

Jupyter Notebook
121
star
5

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science
Jupyter Notebook
74
star
6

SecondBrain

JavaScript
43
star
7

oct_applications

Applications to the apprenticeship program, October 2020.
Jupyter Notebook
27
star
8

march_applications_21

Skillset Challenge for the Apprenticeship Program
Jupyter Notebook
20
star
9

example-notebooks

Jupyter Notebook
14
star
10

research_public

Notebooks based on financial machine learning.
11
star
11

june_applications_21

Skillset Challenge for the Apprenticeship Program, June 2021.
Jupyter Notebook
10
star
12

guide_to_modern_portfolio_optimization

7
star
13

definitive_guide_to_pairs_trading

5
star
14

interview_april

Interview question for the jr Data Science / Machine Learning Engineer.
4
star
15

a-practitioners-guide-to-the-ONC-algorithm

Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science
Jupyter Notebook
4
star
16

mlfinlab-quickstart

Python
4
star
17

hudsonthames-sphinx-theme

Sphinx theme for Hudson and Thames documentation
CSS
3
star
18

oct_applications_21

Applications to the apprenticeship program, October 2021.
1
star