Damián Avila

Number of videos:
22. Quantitative Finance Research with Python: Statistical arbitrage.
PyCon US 2012
Damián Avila
Recorded: March 11, 2012Language: English

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.