Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
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Sep 24, 2020 - Python
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cointegration
Here are 14 public repositories matching this topic...
A professional-grade quantitative trading system that implements statistical arbitrage through mean-reversion strategies on cointegrated asset pairs.
python numpy pandas backtracking econometrics quantitative-finance algorithmic-trading cointegration pairs-trading statistical-arbitrage mean-reversion
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Jan 7, 2026 - Python
pair trading(stat arb), July 2017
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Nov 21, 2018 - Python
Statsmodels: statistical modeling and econometrics in Python
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Sep 5, 2017 - Python
A web app for pairs trading | cointegration | signals | streamlit
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Aug 31, 2025 - Python
Robust backtesting suite for cointegration-based pairs trading on Nifty 50 (2015-2024) with Streamlit dashboard.
python data-analysis quantitative-finance algorithmic-trading statsmodels cointegration pairs-trading backtesting statistical-arbitrage nifty50
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Apr 26, 2025 - Python
Statistical arbitrage on the OSRS Grand Exchange using Kalman Filters and regularized profit optimization
quantitative-finance algorithmic-trading cointegration osrs oldschool-runescape pairs-trading grand-exchange
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Dec 28, 2025 - Python
Open-source cointegration & pairs-trading research package: CLI + tests + CI; Engle–Granger/Johansen, OU/ECM diagnostics, and walk-forward backtests with cost/benchmark controls..
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Jan 3, 2026 - Python
A script that allows estimation of error correction models.
ecm cointegration error-correction-model threshold-error-correction-model momentum-threshold-error-correction-model
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Jan 4, 2026 - Python
Industry-grade statistical arbitrage research platform with Dash dashboard
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Jan 2, 2026 - Python
Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.
python quantitative-finance algorithmic-trading equities cointegration risk-management backtesting statistical-arbitrage long-short pairs-trading-
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Jul 8, 2025 - Python
Implement research-grade statistical arbitrage pair trading pipeline with OOS validation
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Dec 20, 2025 - Python
Python library for financial time series analysis and algorithmic trading. VECM-GARCH models, multivariate analysis, and trading strategies. Includes Udemy course materials.
python vecm quantitative-finance python-tutorial financial-analysis algorithmic-trading garch cointegration time-series-analysis backtesting trading-strategy volatility-modeling udemy-course multivariate-time-series financial-time-series
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Jan 3, 2026 - Python
A Python project that finds cointegrated asset pairs and generates Z-score based trading signals. Simulates a portfolio backtest.
python finance numpy pandas matplotlib backtest quantitative-trading cointegration pairs-trading z-score mean-reversion yfinance
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Jul 26, 2025 - Python
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