huba-v1
Unverified Arbitrage strategy on Multi by tibkiss. BotFinder score 18 out of 100.
Pairs Trading using Statistical Arbitrage
Source: github
BotFinder analysis pending.
huba-v1
What is this? This repo holds the very first algo trading strategy I have developed and live traded from 2012 to 2016. It was built using PyAlgoTrade with the Pair Trading / Stat Arb guidelines posted in Ernie Chan's Quantitative Trading book. Why are you releasing it? It created lower-than-expected live trading returns, so I moved on. I think it might be useful for others as learning material. Even though it made some profits live, it wasn't up to my expectation: The initial capital trading this strategy was $40k. While continuously adding savings to the account, it ended up making $6k over the 3-year period. Even if we ignore the fact that additional was capital was deployed to the account the CAGR would be around 5%. I made two other iterations of this strategy: huba-v2 and huba-v3 will be released shortly, with similar commentary. What was the approach? Finding cointegrated pairs and trading them long/short when they drift too far apart from their expected fair price. You can find all the details in Ernie's first and second book on the subject. What did u do step by step? 1) Purc
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
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Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)