GitHub - QuantPrincess/Pairs-Trading-Applications: Commodity applications of the algorithm presented in the "Pairs-Trading" repository

QuantPrincess / Pairs-Trading-Applications Public

Commodity applications of the algorithm presented in the "Pairs-Trading" repository

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
data		data
SRW Wheat vs. General Mills (Backtest on Test Set).ipynb		SRW Wheat vs. General Mills (Backtest on Test Set).ipynb
SRW Wheat vs. General Mills (Threshold Calibration).ipynb		SRW Wheat vs. General Mills (Threshold Calibration).ipynb
WTI-Brent (Backtest on Testing Set).ipynb		WTI-Brent (Backtest on Testing Set).ipynb
WTI-Brent (Calibrate Threshold).ipynb		WTI-Brent (Calibrate Threshold).ipynb