A professional quantitative trading engine written in Python that implements a Statistical Arbitrage (Pairs Trading) strategy using cointegration and mean reversion. The engine automatically ...

A research-grade implementation of a market-neutral pairs trading strategy built on the Engle-Granger two-step cointegration framework, with a fully vectorized event-driven-style backtester including ...

Abstract: Python has become the programming language of choice for research and industry projects related to data science, machine learning, and deep learning. Since optimization is an inherent part ...

This paper investigates the degree of short run and long run comovement in U.S. sectoral output data by estimating sectoral trends and cycles. A theoretical model based on Long and Plosser (1983) is ...

Welcome to the documentation for the internetarchive Python library. This tool provides both a command-line interface (CLI) and a Python API for interacting with archive.org, allowing you to search, ...