Statistical-Arbitrage-Emerging-Markets
Unverified Arbitrage strategy on Multi by miindisponi99. BotFinder score 18 out of 100.
Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing, and comprehensive back-testing with liquid
Source: github
BotFinder analysis pending.
Statistical-Arbitrage-Emerging-Markets
Statistical-Arbitrage-Emerging-Markets In this innovative repository, we delve into the application of statistical arbitrage (StatArb) within the dynamic and intricate landscape of Emerging Markets. Acknowledging the distinct challenges and prospects these markets present, marked by their volatility and potential for growth, the investigation employs an extensive dataset that focuses on varied assets from burgeoning economies, such as those in the BRICS nations. The code elucidates how statistical arbitrage could revolutionize investment and trading strategies in these regions, aiming to exploit market inefficiencies. Methodology The methodology is comprehensive, emphasizing cointegration and leveraging advanced tools like the Kalman Filter and the half-life of spread to identify stable, enduring relationships between assets. The approach is further refined by adaptively modifying position sizes based on z-score tiers and market liquidity, enabling efficient risk management and maximizing opportunities in the market. This repo is essential for anyone seeking to harness the potential
⚠ 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.
Reviews & comments
No reviews collected from the source yet.
⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)