DRBTK

Custom trading platforms for Hedge Funds and Home Office Funds

Menu

Skip to content

Aluminum Smelting Cointegration Strategy in QSTrader – QuantStart

Posted on January 13, 2017 by drbtk-admin

Describes a potential cointegration-based strategy based on the economics of aluminum smelting and natural gas usage, implemented in the QSTrader open source backtesting framework.

Source: Aluminum Smelting Cointegration Strategy in QSTrader – QuantStart

This entry was posted in Uncategorized. Bookmark the permalink.

RSS Blogroll

  • Stocks and Precious Metals Charts - FOMC Tomorrow - Evergrande Debt Contagion Concerns
  • Stocks and Precious Metals Charts - A Lapse in Bubble Complacency - Flight to Safety
  • Stocks and Precious Metals Charts - The Witch of September - And Now Into the Season of Risk
  • Stocks and Precious Metals Charts - Mini-Me - Fed Reform and Quad Witch Option Expiration

Bookmarks

  • ACM Queue
  • Adam H. Grimes
  • Adaptive Trader
  • gambulator
  • Gary Antonacci
  • Haim Bodek
  • IVolatility
  • JB Marwood
  • Jeff Swanson
  • Kora Reddy
  • MKTSTK
  • MoneyScience
  • OneStepRemoved
  • pyalgotrade
  • Quandl
  • Quantified Alpha
  • quantivity
  • quantopian
  • Systematic Investor's Blog
  • The Whole Street
  • Thomas Wiecki
  • Wesley R. Gray, PhD

Archives

Proudly powered by WordPress | Theme: Beach by Gibbo.