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22. Quantitative Finance Research with Python: Statistical arbitrage.
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psf
--show
pycon_2012
--room P2 822 --force
Next: 6 23. Round the world with a million objects
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Marks
Author(s):
Damián Avila
Location
Poster II
Date
mar Sun 11
Days Raw Files
Start
March 11, 2012, 8:45 a.m.
First Raw Start
March 11, 2012, 9:26 p.m.
Duration
00:05:00
Offset
12:41:28
End
March 11, 2012, 8:50 a.m.
Last Raw End
March 11, 2012, 9:30 p.m.
Chapters
00:00
Total cuts_time
4 min.
http://us.pycon.org/2012/schedule/presentation/513/
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22_Quantitative_Finance_Research_with_Python_Statistical_arbitrage.json
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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.
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pycon12p2_007.dv
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21:26:28 - 21:30:41 ( 00:04:13 )
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00:04:13
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March 11, 2012, 9:26 p.m.
seconds: 0.0
Wall: 21:26:28
Duration
00:04:13
March 11, 2012, 9:30 p.m.
seconds: 0.0
Wall: 21:26:28
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