Time series analysis and the presence of cointegration in cryptocurrency price series.
Several cointegrating relationships are found. Examples:
-
Notifications
You must be signed in to change notification settings - Fork 1
Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.
License
JavierAlbert/statArbCrypto
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published