A robust pairs trading strategy for forex pairs using cointegration and mean reversion. This project models FX prices with the Ornstein-Uhlenbeck process, optimizes trading signals, and backtests strategies for consistent profitability.
active 2024-05-20 → 2024-09-06 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 110 days from 2024-05-20 to 2024-09-06. Pushes: 15 total, peak 15 in a day. Pull requests: 4 total, peak 4 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 0 total, peak 0 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 |
|---|---|---|---|---|
| matteramp | 17 | 13 | 4 | 0 |
| LucaCereghetti | 1 | 1 | 0 | 0 |
| Francesc0Bond1o | 1 | 1 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 0 stars here means stars gained during the window, not the repo's star count.