Found 2 repositories(showing 2)
maxpargman
Analysis of pairs mean reversion trading with machine learning. CX 4240 Spring 2025
VincentTLe
Research repo for a cointegration-based pairs trading strategy on U.S. sector ETFs. Includes data fetchers, OU mean-reversion modeling, backtesting with realistic costs, and reproducible Jupyter notebooks plus final paper.
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