Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
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Updated
Dec 10, 2020 - TypeScript
Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
📊 Long/Short Equity Portfolio Stress Test
Projeto de Field Project, eletiva de 4º período da FGV EPGE, na Oráma Investimentos que visa o desenvolvimento de mecanismos de arbitragem estatística com estratégia de pairs trading no mercado de ações brasileiro.
A Python project that simulates a portfolio backtest using an equal-weighted long and short portfolio determined by 12-month returns.
Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.
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