A brutally honest, 16-notebook tutorial series on the research mechanics of statistical arbitrage using OpenAlgo NSE equity data. Cointegration, pairs, Kalman hedges, Johansen baskets, cross-sectional factor-neutral books, and honest validation. Educational only.
6 stars
Jupyter Notebook
Your first custom repo explanation is free. Reading existing public explainers always stays free.
This will take 10-20 minutes. You can close the tab and come back later.