A Cointegration and Augmented Dickey Fuller(ADF) test filer for crypto pairs-trading Cointegration and Augmented Dickey Fuller[ADF] test on Crypto assets for Pairs-trading in Python were conducted using the statsmodels libraries and the Pandas and NumPy libraries were used to filter the results.
-
Notifications
You must be signed in to change notification settings - Fork 0
royceanton/Cointegration-Filter-for-Pairs-Trading
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
A Cointegration and Augmented Dickey Fuller(ADF) test filer for crypto pairs-trading
Resources
Stars
Watchers
Forks
Releases
No releases published