crypto-pairs-trading

Seeking alpha on crypto pairs :)

Name		Name	Last commit message	Last commit date
Latest commit History 21 Commits
__pycache__		__pycache__
data		data
test_data		test_data
.DS_Store		.DS_Store
.gitignore		.gitignore
1yr_BTCUSD.csv		1yr_BTCUSD.csv
1yr_ETHUSD.csv		1yr_ETHUSD.csv
1yr_LTCUSD.csv		1yr_LTCUSD.csv
1yr_NEOUSD.csv		1yr_NEOUSD.csv
1yr_SOLUSD.csv		1yr_SOLUSD.csv
1yr_XMRUSD.csv		1yr_XMRUSD.csv
1yr_XRPUSD.csv		1yr_XRPUSD.csv
1yr_ZECUSD.csv		1yr_ZECUSD.csv
Crypto Pairs Trading with Kalman Filtering Final.ipynb		Crypto Pairs Trading with Kalman Filtering Final.ipynb
README.md		README.md
all_prices.csv		all_prices.csv
arb_strat.ipynb		arb_strat.ipynb
detect_cointegrated_pairs.ipynb		detect_cointegrated_pairs.ipynb
price_scraping.ipynb		price_scraping.ipynb

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