Arbitragelab

Latest version: v1.0.0

The latest version of arbitragelab with no known security vulnerabilities is 1.0.0. We recommend installing version 1.0.0.

The information on this page was curated by experts in our Cybersecurity Intelligence Team.

Latest release
v1.0.0 at May 12, 2024
License
BSD-3-Clause (BSD 3-Clause "New" or "Revised" License)

Description

ArbitrageLab is a collection of algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading. We have extended the implementations to include the latest methods that trade a portfolio of n-assets (mean-reverting portfolios).

Resources

Vulnerabilities

See all vulnerabilities

No known vulnerabilities found

Versions (2)

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Has known vulnerabilities

  • 1.0.0
  • 0.9.1