This GitHub repository hosts a University of Toronto Master of Mathematical Finance academic project for the Investment Finance course. We developed an ETF Pairs trading strategy during the in-class session, with paper and ppt. Later on, we decided to developed it into an academic paper.
-
Notifications
You must be signed in to change notification settings - Fork 3
kaiwenShen/SPY_TQQQ_Arbitrage
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published