├── Blogs └── GAN Simulation │ ├── GAN_Risk.ipynb │ ├── GBS_MC_Empirical.ipynb │ └── Small_GAN_Risk.ipynb ├── README.md └── Statistical Arbitrage ├── EWA.csv ├── EWC.csv ├── Trade Analysis.ipynb ├── half_life.py └── optimization.py /Blogs/GAN Simulation/GAN_Risk.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Blogs/GAN Simulation/GAN_Risk.ipynb -------------------------------------------------------------------------------- /Blogs/GAN Simulation/GBS_MC_Empirical.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Blogs/GAN Simulation/GBS_MC_Empirical.ipynb -------------------------------------------------------------------------------- /Blogs/GAN Simulation/Small_GAN_Risk.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Blogs/GAN Simulation/Small_GAN_Risk.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/README.md -------------------------------------------------------------------------------- /Statistical Arbitrage/EWA.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Statistical Arbitrage/EWA.csv -------------------------------------------------------------------------------- /Statistical Arbitrage/EWC.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Statistical Arbitrage/EWC.csv -------------------------------------------------------------------------------- /Statistical Arbitrage/Trade Analysis.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Statistical Arbitrage/Trade Analysis.ipynb -------------------------------------------------------------------------------- /Statistical Arbitrage/half_life.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Statistical Arbitrage/half_life.py -------------------------------------------------------------------------------- /Statistical Arbitrage/optimization.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantInsti/EPAT/HEAD/Statistical Arbitrage/optimization.py --------------------------------------------------------------------------------