├── .gitignore ├── README.md ├── dataPreprocess.py ├── findPairs.py ├── notebookVersion ├── README.md └── pairsTrading.ipynb ├── notebook_oldfiles ├── cointegration.ipynb ├── dataProcess.ipynb ├── findPairs.ipynb └── trading.ipynb ├── trade.py └── utils.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/.gitignore -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/README.md -------------------------------------------------------------------------------- /dataPreprocess.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/dataPreprocess.py -------------------------------------------------------------------------------- /findPairs.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/findPairs.py -------------------------------------------------------------------------------- /notebookVersion/README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/notebookVersion/README.md -------------------------------------------------------------------------------- /notebookVersion/pairsTrading.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/notebookVersion/pairsTrading.ipynb -------------------------------------------------------------------------------- /notebook_oldfiles/cointegration.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/notebook_oldfiles/cointegration.ipynb -------------------------------------------------------------------------------- /notebook_oldfiles/dataProcess.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/notebook_oldfiles/dataProcess.ipynb -------------------------------------------------------------------------------- /notebook_oldfiles/findPairs.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/notebook_oldfiles/findPairs.ipynb -------------------------------------------------------------------------------- /notebook_oldfiles/trading.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/notebook_oldfiles/trading.ipynb -------------------------------------------------------------------------------- /trade.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/trade.py -------------------------------------------------------------------------------- /utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chzheng2000/pairsTrading/HEAD/utils.py --------------------------------------------------------------------------------