Damián Avila
- Number of videos:
- 1
Recently, many projects have been developed to make Python useful to do quantitative finance research. We proposed us not only to show you the integration of these tools to perform time series analysis and modeling, but also to show you how we can search for cointegrated pairs of asset and set up a statistical arbitrage strategy - pairs trading - to get potential profit from financial market.
Event: PyCon US 2012
Speakers: Damián Avila
Recorded: March 11, 2012
Language: English
Last updated: January 29, 2013
Speakers: Damián Avila
Recorded: March 11, 2012
Language: English
Last updated: January 29, 2013
