Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

A low frequency statistical arbitrage strategy

Clustering of stocks to identify pairs. Uses cointegration and Dickey–Fuller test.

Pairs Trading using Augmented Dickey Fuller Test. This widget can be used to find co-integrated pairs of ETFs from all the currently listed Vanguard ETFs (74 ETFs as of 7th October 2017) on a time …