-
Notifications
You must be signed in to change notification settings - Fork 1
A trading algorithm that works by calculating fair prices for assets using price correlation calculated by principal component analysis and purchasing assets that are undervalued and shorting those that are overvalued.
Harry-icl/pca-algorithm
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
A trading algorithm that works by calculating fair prices for assets using price correlation calculated by principal component analysis and purchasing assets that are undervalued and shorting those that are overvalued.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published