Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Create PostPairsTrading.md #11

Open
wants to merge 69 commits into
base: 2-basic-study-of-pair-trading-using-linear-regression
Choose a base branch
from
Open

Create PostPairsTrading.md #11

wants to merge 69 commits into from

Commits on Apr 8, 2024

  1. Create PostPairsTrading.md

    @Kokechacho
    Kokechacho authored Apr 8, 2024
    Configuration menu
    Copy the full SHA
    36efa3b View commit details
    Browse the repository at this point in the history

  2. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 8, 2024
    Configuration menu
    Copy the full SHA
    70bc399 View commit details
    Browse the repository at this point in the history

  3. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 8, 2024
    Configuration menu
    Copy the full SHA
    33eaf4c View commit details
    Browse the repository at this point in the history

  4. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 8, 2024
    Configuration menu
    Copy the full SHA
    143b253 View commit details
    Browse the repository at this point in the history

  5. Update PostPairsTrading.md

    @Kokechacho
    Kokechacho authored Apr 8, 2024
    Configuration menu
    Copy the full SHA
    410b768 View commit details
    Browse the repository at this point in the history

Commits on Apr 9, 2024

  1. Update PostPairsTrading.md

    @Kokechacho
    Kokechacho authored Apr 9, 2024
    Configuration menu
    Copy the full SHA
    26301b1 View commit details
    Browse the repository at this point in the history

  2. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 9, 2024
    Configuration menu
    Copy the full SHA
    7ea8bd4 View commit details
    Browse the repository at this point in the history

  3. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 9, 2024
    Configuration menu
    Copy the full SHA
    74fdca3 View commit details
    Browse the repository at this point in the history

  4. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 9, 2024
    Configuration menu
    Copy the full SHA
    c3fdb67 View commit details
    Browse the repository at this point in the history

Commits on Apr 10, 2024

  1. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 10, 2024
    Configuration menu
    Copy the full SHA
    22b9ec8 View commit details
    Browse the repository at this point in the history

  2. Update PostPairsTrading.md

    @Kokechacho
    Kokechacho authored Apr 10, 2024
    Configuration menu
    Copy the full SHA
    855277f View commit details
    Browse the repository at this point in the history

Commits on Apr 15, 2024

  1. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 15, 2024
    Configuration menu
    Copy the full SHA
    49a0bd6 View commit details
    Browse the repository at this point in the history

  2. Update PostPairsTrading.md Iteration 1

    @Kokechacho
    Kokechacho authored Apr 15, 2024
    Configuration menu
    Copy the full SHA
    339e18a View commit details
    Browse the repository at this point in the history

  3. Update PostPairsTrading.md Iteration 1

    @Kokechacho
    Kokechacho authored Apr 15, 2024
    Configuration menu
    Copy the full SHA
    a0b7604 View commit details
    Browse the repository at this point in the history

Commits on Apr 16, 2024

  1. Update PostPairsTrading.md -> Iteration 2 Added code, extended explan… 

    …ations, extended tips and references

It still lacks gifs and images of the assests
    @Kokechacho
    Kokechacho authored Apr 16, 2024
    Configuration menu
    Copy the full SHA
    9d884cb View commit details
    Browse the repository at this point in the history

Commits on Apr 18, 2024

  1. Added images folder

    @Kokechacho
    Kokechacho committed Apr 18, 2024
    Configuration menu
    Copy the full SHA
    2bea233 View commit details
    Browse the repository at this point in the history

  2. Uploaded new gifs and added them to the post

    @Kokechacho
    Kokechacho committed Apr 18, 2024
    Configuration menu
    Copy the full SHA
    5c786d3 View commit details
    Browse the repository at this point in the history

  3. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 18, 2024
    Configuration menu
    Copy the full SHA
    248adfd View commit details
    Browse the repository at this point in the history

  4. Delete resources/Prices gif.gif

    @Kokechacho
    Kokechacho authored Apr 18, 2024
    Configuration menu
    Copy the full SHA
    1fa999a View commit details
    Browse the repository at this point in the history

  5. Add files via upload

    @Kokechacho
    Kokechacho authored Apr 18, 2024
    Configuration menu
    Copy the full SHA
    569b53d View commit details
    Browse the repository at this point in the history

Commits on Apr 30, 2024

  1. Update PostPairsTrading.md Added some review changes

    @Kokechacho
    Kokechacho authored Apr 30, 2024
    Configuration menu
    Copy the full SHA
    55f3343 View commit details
    Browse the repository at this point in the history

Commits on May 7, 2024

  1. Update PostPairsTrading.md 

    Co-authored-by: Oscar Nydza <[email protected]>
    @Kokechacho @nipsn
    Kokechacho and nipsn authored May 7, 2024
    Configuration menu
    Copy the full SHA
    e9184dc View commit details
    Browse the repository at this point in the history

  2. Add files via upload

    @Kokechacho
    Kokechacho authored May 7, 2024
    Configuration menu
    Copy the full SHA
    cdfad08 View commit details
    Browse the repository at this point in the history

  3. Update PostPairsTrading.md

    @Kokechacho
    Kokechacho authored May 7, 2024
    Configuration menu
    Copy the full SHA
    97f266a View commit details
    Browse the repository at this point in the history

  4. Update PostPairsTrading.md

    @Kokechacho
    Kokechacho authored May 7, 2024
    Configuration menu
    Copy the full SHA
    6b81f23 View commit details
    Browse the repository at this point in the history

  5. Update PostPairsTrading.md

    @Kokechacho
    Kokechacho authored May 7, 2024
    Configuration menu
    Copy the full SHA
    7fc14fd View commit details
    Browse the repository at this point in the history

Commits on May 8, 2024

  1. Small changes based on my previous comments

    @nipsn
    nipsn committed May 8, 2024
    Configuration menu
    Copy the full SHA
    96bcbaa View commit details
    Browse the repository at this point in the history

Commits on May 13, 2024

  1. ADF test code refactored

    @chraberturas
    chraberturas committed May 13, 2024
    Configuration menu
    Copy the full SHA
    579baa1 View commit details
    Browse the repository at this point in the history

  2. Merge branch '5-Post' of https://github.com/hablapps/pairstrading int… 

    …o 5-Post
    @chraberturas
    chraberturas committed May 13, 2024
    Configuration menu
    Copy the full SHA
    4b5a104 View commit details
    Browse the repository at this point in the history

  3. added stocks data

    @chraberturas
    chraberturas committed May 13, 2024
    Configuration menu
    Copy the full SHA
    79fb6ee View commit details
    Browse the repository at this point in the history

Commits on May 14, 2024

  1. Fixed execution

    @nipsn
    nipsn committed May 14, 2024
    Configuration menu
    Copy the full SHA
    ab9050c View commit details
    Browse the repository at this point in the history

  2. Adapted pykx to use q-like syntax

    @nipsn
    nipsn committed May 14, 2024
    Configuration menu
    Copy the full SHA
    d9efeb2 View commit details
    Browse the repository at this point in the history

  3. minor refactor

    @chraberturas
    chraberturas committed May 14, 2024
    Configuration menu
    Copy the full SHA
    7b4651b View commit details
    Browse the repository at this point in the history

Commits on May 16, 2024

  1. Add heatmap & plotting mention

    @nipsn
    nipsn authored May 16, 2024
    Configuration menu
    Copy the full SHA
    4c7203c View commit details
    Browse the repository at this point in the history

  2. refactor the post considering the latest changes in the code, as well… 

    … as minor adjustments in the simulation
    @chraberturas
    chraberturas committed May 16, 2024
    Configuration menu
    Copy the full SHA
    dc9a86b View commit details
    Browse the repository at this point in the history

  3. minor changes

    @nipsn
    nipsn authored May 16, 2024
    Configuration menu
    Copy the full SHA
    5e060f2 View commit details
    Browse the repository at this point in the history

Commits on May 21, 2024

  1. Reformatted the file (check TODOs)

    @nipsn
    nipsn committed May 21, 2024
    Configuration menu
    Copy the full SHA
    4348232 View commit details
    Browse the repository at this point in the history

Commits on May 22, 2024

  1. ADF chapter refactored

    @chraberturas
    chraberturas committed May 22, 2024
    Configuration menu
    Copy the full SHA
    f7a2465 View commit details
    Browse the repository at this point in the history

  2. minor corrections

    @nipsn
    nipsn committed May 22, 2024
    Configuration menu
    Copy the full SHA
    2ddc2a2 View commit details
    Browse the repository at this point in the history

Commits on May 23, 2024

  1. refactored spreading spreads

    @chraberturas
    chraberturas committed May 23, 2024
    Configuration menu
    Copy the full SHA
    e6c653f View commit details
    Browse the repository at this point in the history

  2. removed last TODO

    @chraberturas
    chraberturas committed May 23, 2024
    Configuration menu
    Copy the full SHA
    afbefc0 View commit details
    Browse the repository at this point in the history

  3. minor spelling mistakes

    @nipsn
    nipsn authored May 23, 2024
    Configuration menu
    Copy the full SHA
    80fcc3b View commit details
    Browse the repository at this point in the history

  4. added generic formula

    @chraberturas
    chraberturas committed May 23, 2024
    Configuration menu
    Copy the full SHA
    83be685 View commit details
    Browse the repository at this point in the history

Commits on May 24, 2024

  1. addressed some of the comments

    @nipsn
    nipsn committed May 24, 2024
    Configuration menu
    Copy the full SHA
    a19e3cc View commit details
    Browse the repository at this point in the history

Commits on May 27, 2024

  1. added p-value explanation and addresed rest of comments

    @chraberturas
    chraberturas committed May 27, 2024
    Configuration menu
    Copy the full SHA
    a57a3ac View commit details
    Browse the repository at this point in the history

Commits on May 28, 2024

  1. refactor (WIP) and solve problems in real time script

    @chraberturas
    chraberturas committed May 28, 2024
    Configuration menu
    Copy the full SHA
    e5710aa View commit details
    Browse the repository at this point in the history

  2. uploaded images

    @chraberturas
    chraberturas committed May 28, 2024
    Configuration menu
    Copy the full SHA
    0f39e45 View commit details
    Browse the repository at this point in the history

  3. added images and their explanations, and also made a major refactor o… 

    …f the real-time part
    @chraberturas
    chraberturas committed May 28, 2024
    Configuration menu
    Copy the full SHA
    1ab6f8e View commit details
    Browse the repository at this point in the history

  4. Minor adjustments

    @nipsn
    nipsn committed May 28, 2024
    Configuration menu
    Copy the full SHA
    786bb8e View commit details
    Browse the repository at this point in the history

Commits on May 29, 2024

  1. fix data

    @chraberturas
    chraberturas committed May 29, 2024
    Configuration menu
    Copy the full SHA
    03c6880 View commit details
    Browse the repository at this point in the history

  2. Merge branch '5-Post' of https://github.com/hablapps/pairstrading int… 

    …o 5-Post
    @chraberturas
    chraberturas committed May 29, 2024
    Configuration menu
    Copy the full SHA
    06224b5 View commit details
    Browse the repository at this point in the history

  3. refactored real time section and addresed the rest of comments

    @chraberturas
    chraberturas committed May 29, 2024
    Configuration menu
    Copy the full SHA
    4605d9e View commit details
    Browse the repository at this point in the history

  4. refactored real time section and addresed the rest of comments

    @chraberturas
    chraberturas committed May 29, 2024
    Configuration menu
    Copy the full SHA
    135c393 View commit details
    Browse the repository at this point in the history

  5. Merge branch '5-Post' of https://github.com/hablapps/pairstrading int… 

    …o 5-Post
    @chraberturas
    chraberturas committed May 29, 2024
    Configuration menu
    Copy the full SHA
    41733c2 View commit details
    Browse the repository at this point in the history

  6. Minor typos and corrections

    @nipsn
    nipsn committed May 29, 2024
    Configuration menu
    Copy the full SHA
    c566387 View commit details
    Browse the repository at this point in the history

Commits on May 30, 2024

  1. refactored conclusion and future work section

    @chraberturas
    chraberturas committed May 30, 2024
    Configuration menu
    Copy the full SHA
    ff1dc17 View commit details
    Browse the repository at this point in the history

  2. Merge branch '5-Post' of https://github.com/hablapps/pairstrading int… 

    …o 5-Post
    @chraberturas
    chraberturas committed May 30, 2024
    Configuration menu
    Copy the full SHA
    dc68da1 View commit details
    Browse the repository at this point in the history

  3. refactored based on comments

    @nipsn
    nipsn committed May 30, 2024
    Configuration menu
    Copy the full SHA
    f1b0bf4 View commit details
    Browse the repository at this point in the history

  4. addressed comments

    @chraberturas
    chraberturas committed May 30, 2024
    Configuration menu
    Copy the full SHA
    d815f26 View commit details
    Browse the repository at this point in the history

Commits on May 31, 2024

  1. minor tweaks

    @nipsn
    nipsn committed May 31, 2024
    Configuration menu
    Copy the full SHA
    9a04521 View commit details
    Browse the repository at this point in the history

  2. minor typos

    @nipsn
    nipsn committed May 31, 2024
    Configuration menu
    Copy the full SHA
    76561a8 View commit details
    Browse the repository at this point in the history

  3. added diagram and brief introduction

    @nipsn
    nipsn committed May 31, 2024
    Configuration menu
    Copy the full SHA
    05aa9e1 View commit details
    Browse the repository at this point in the history

  4. refactor (added kdb tick context)

    @chraberturas
    chraberturas committed May 31, 2024
    Configuration menu
    Copy the full SHA
    9024579 View commit details
    Browse the repository at this point in the history

Commits on Jun 3, 2024

  1. minor changes

    @nipsn
    nipsn committed Jun 3, 2024
    Configuration menu
    Copy the full SHA
    b0192f8 View commit details
    Browse the repository at this point in the history

  2. more minor changes

    @nipsn
    nipsn committed Jun 3, 2024
    Configuration menu
    Copy the full SHA
    d3a5fd3 View commit details
    Browse the repository at this point in the history

Commits on Jun 4, 2024

  1. minor fixes

    @chraberturas
    chraberturas committed Jun 4, 2024
    Configuration menu
    Copy the full SHA
    0ac45dc View commit details
    Browse the repository at this point in the history

  2. further revisions

    @nipsn
    nipsn committed Jun 4, 2024
    Configuration menu
    Copy the full SHA
    636eff5 View commit details
    Browse the repository at this point in the history

Commits on Jun 5, 2024

  1. refactored real time part and added a minor introduction to tick arch… 

    …itecture
    @chraberturas
    chraberturas committed Jun 5, 2024
    Configuration menu
    Copy the full SHA
    fc66279 View commit details
    Browse the repository at this point in the history

  2. Minor tweaks

    @nipsn
    nipsn committed Jun 5, 2024
    Configuration menu
    Copy the full SHA
    e47d499 View commit details
    Browse the repository at this point in the history