CS 216 Project 源码

CS-216-项目 需要创建配对交易介绍,介绍研究问题,统计套利,技术行业介绍,分析等 下一步: 1. use linear regression to find hedge ratio, adf score, residual 2. calculate spread plot spread 3. create strategy entry and exit points generate trading signals visualize z score thresholds 4. backtest using dataframe visualize trading signals and positions determine PnL metrics