The goal of this project is to implement a statistical arbitrage strategy as proposed in [Avellaneda and Lee 2010] and examine the strategy performance over a universe of 40 crypto currencies (or, tokens).
active 2023-12-08 → 2024-07-15 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 221 days from 2023-12-08 to 2024-07-15. Pushes: 19 total, peak 7 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 4 total, peak 1 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| Go1vf | 19 | 19 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
No issue or PR events — this repo's activity is pushes only.
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 4 stars here means stars gained during the window, not the repo's star count.