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  • Italy

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  1. cointegration-pairs-trading-study cointegration-pairs-trading-study Public

    Building a cointegration pairs-trading strategy, then systematically dismantling every bias until only the honest result remains.

    Jupyter Notebook 2

  2. VWAP-CVA-context-layer-strat-testing-MECHANICAL VWAP-CVA-context-layer-strat-testing-MECHANICAL Public

    Databento, CME's official feed, 1-minute bars, continuous unadjusted front-month ES, 2010 to 2026, about twenty dollars.

    Python 1