Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
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Updated
Nov 3, 2023 - Jupyter Notebook
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Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
A brutally honest, 16-notebook tutorial series on the research mechanics of statistical arbitrage using OpenAlgo NSE equity data. Cointegration, pairs, Kalman hedges, Johansen baskets, cross-sectional factor-neutral books, and honest validation. Educational only.
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