Skip to content

Instantly share code, notes, and snippets.

@chandinijain
Last active September 8, 2023 06:06
Show Gist options
  • Save chandinijain/1defc51737f84ba35b11694a78d1a131 to your computer and use it in GitHub Desktop.
Save chandinijain/1defc51737f84ba35b11694a78d1a131 to your computer and use it in GitHub Desktop.
Trading Strategy
Display the source blob
Display the rendered blob
Raw
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
@chetansaini39
Copy link

I have question about the pair trading. You stated that the p value is small but in-fact its 0.963589073908. p values range from 0 to 1. So could you please elaborate your findings?

@EM5813
Copy link

EM5813 commented Jul 3, 2021

pip install auquanToolbox is not working. Do you use a subsitutes library. Any suggestions?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment