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cs @ unsw
- Sydney, Australia
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23:44
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- https://haezera.github.io
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stat-arb-in-us-equities
stat-arb-in-us-equities Publica simple statistical arbitrage strategy; implementing 'statistical arbitrage in the u.s. equities market' by avallaneda and lee (2008)
Jupyter Notebook
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quant-strats-in-us-equities
quant-strats-in-us-equities Publicquant factor strategies
Jupyter Notebook
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