Author(s):	Damián Avila
Location	Poster II
Date	mar Sun 11	Days Raw Files
Start	08:45	First Raw Start	21:26
Duration	00:05:00	Offset	12:41:28
End	08:50	Last Raw End	21:30
Chapters	00:00
Total cuts_time	4 min.

http://us.pycon.org/2012/schedule/presentation/513/
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assets release.pdf 22_Quantitative_Finance_Research_with_Python_Statistical_arbitrage.json
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Description:	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. markdown
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