hudson-and-thames/arbitragelab hudson-and-thames/arbitragelab

  • Stars
    star
    484
  • Rank 90,873 (Top 2 %)
  • Language
    Python
  • License
    BSD 3-Clause "New...
  • Created about 4 years ago
  • Updated 6 months ago
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hudson-and-thames/arbitragelab
github

hudson-and-thames

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Repository Details

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.

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