Building a Statistical Arbitrage Strategy from Scratch in Python
In this article you will build a complete, bias-free trading system around a cubic polynomial trend filter. You will download real price data with yfinance, fit expanding-window polynomial regressions
Written by
I publish free Python trading notebooks every week. Grab my free starter pack of 3 ready-to-run strategies here → https://shorturl.at/WVdNF
I publish free Python trading notebooks every week. Grab my free starter pack of 3 ready-to-run strategies here → https://shorturl.at/WVdNF
Responses
Markdown supported · ⌘↵ to post
No responses yet.