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High Frequency Pairs Trading Statistical Arbitrage using combined neural network - GARCH model - open to bidding

Methodology:

· Selection of Pairs on the basis of two stage correlation and cointegration approach (till page 101, before 3.2)

· Once pairs have been chosen, then find statistical opportunities using a combined neural network – GARCH model

Data: Indian stock exchange data (NSE or BSE). It would be tick by tick data, time and sales as well as best bid and offer and corresponding sizes for a given period.

Software to be used: Python

Færdigheder: Python

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Om arbejdsgiveren:
( 0 bedømmelser ) London, United Kingdom

Projekt-ID: #5997729

2 freelancere byder i gennemsnit $675 for dette job

NTechcorporate

Our Python Project Case Study: [url removed, login to view] Dear Client I hope you are doing well! We have gone through your requirement and we understand that you are looking for hig Mere

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genpexitsolution

Dear Sir / Madam, Warm Greetings from Genpex IT Solutions. As soon as I saw your posting for a “High Frequency Pairs Trading Statistical Arbitrage using combined neural network - GARCH model ” It is the perfect po Mere

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