项目作者: jerryxyx

项目描述 :
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
高级语言: Jupyter Notebook
项目地址: git://github.com/jerryxyx/TreasuryFutureTrading.git
创建时间: 2018-06-21T20:40:06Z
项目社区:https://github.com/jerryxyx/TreasuryFutureTrading

开源协议:

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