Topic: engle-granger Goto Github
Some thing interesting about engle-granger
Some thing interesting about engle-granger
engle-granger,An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high volatility and fluctuation that exists in the crypto markets. The pairs trading strategy is an example of a market-neutral strategy that attempts to take advantage of the mean reversion principle to eliminate inefficiencies between two highly correlated assets. In a market that is riddled with inefficiencies, the pairs trading strategy might be a highly effective and lucrative trading stagey for investors in crypto markets.
User: eshan-kaul
engle-granger,Design of a mathematic model for cross-border ETF arbitrage strategy
User: lawrence-leung
engle-granger,Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
User: ozdemirozcelik
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