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Statistical-Arbitrage

bradleyboyuyang•PUBLIC

High-frequency statistical arbitrage

backtesting-frameworksblack-scholesbrownian-motionhigh-frequency-tradingoption-greeksornstein-uhlenbeck-process

MIT License

Created on Dec 23, 2022

Updated on Apr 5, 2026

Stars

257

Forks

58

Watchers

257

Open Issues

0

Repository Health Score

💛

71/100

Good

Overall repository health assessment

Score Breakdown

Activity

Active development - updated this week

30/30

100%

pairs-trading

statistical-arbitrage

vasicek

wiener-process

Community

257 stars, 58 forks

1/30

3%

Documentation

Has description, wiki, license

20/20

100%

Maintenance

0.0% issue ratio

20/20

100%

Health score is calculated based on activity, community engagement, documentation quality, and maintenance practices

Languages

Jupyter Notebook

99.8%

Python

0.2%

Issues Analytics

2

Total Issues

All time

0

Open

0% of total

2

Closed

100% of total

6mo

Avg Close Time

Avg response

Issues Activity: Last 6 months

Hottest Issues

1

#2 Pvalue is future leaked

1

closed

2

#1 No License is Provided

1

closed

Dependencies

No package.json found

This might not be a Node.js project

Top Contributors

1

bradleyboyuyang

bradleyboyuyang

User

25

commits

Recent Commits

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modified: .gitignore

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Update report.pdf

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