arbitragelab
ArbitrageLab is a collection of algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading. We have extended the implementations to include the latest methods that trade a portfolio of n-assets (mean-reverting portfolios).
- Latest release
- May 12, 2024
- Releases
- 2
- Known CVEs
- 0
- First release
- Apr 15, 2024
- License
- BSD-3-Clause
Repository
Source
- Stars
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Security score
No OpenSSF Scorecard available for this repository.
Packages from this repo
No other tracked packages from this repository.
Insights
Activity
- Total releases
- 2
- Last 12 months
- 0
- Cadence
- ~26 days
- Dependencies
- 29
Releases per month
last 12 monthsRelease mix
- major 1
2
releases
Dependencies
Depends on
1.0.0-
arch
==5.5.0
-
cvxpy
==1.4.3
-
cython
==0.29.28
-
dash
==2.10.2
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jupyter-dash
<1.0.0,>=0.2.0
-
keras
==2.13.1
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lxml
<5.0.0,>=4.9.1
-
matplotlib
==3.7.1
-
mpmath
==1.2.1
-
networkx
<2.6,>=2.2
1–10 of 29
Used by
Nothing tracked depends on this yet.
Releases
| Version | Released | |
|---|---|---|
1.0.0
major
| ||
0.9.1
initial
|