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Statistical-Arbitrage/statistical_arbitrage.ipynb at master · bradleyboyuyang/Statistical-Arbitrage

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Type: Blogs
Status: 待读
Domain: Quant
Category: 量化交易、算法交易与机器学习
Source: github.com
Vault note: library/articles/quant/Statistical-Arbitrage-statistical_arbitrage.ipynb-at-master-·-bradleyboyuyang-St-ae98643dd758a526.md

一个统计套利 Jupyter Notebook，通常用于展示数据获取、价差/因子构造、信号生成、回测和绩效分析流程。

适合作为 stat arb notebook 案例阅读，重点检查样本划分、交易成本、滑点、幸存者偏差和参数稳定性。

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