Analytics Vidhya
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Analytics Vidhya

A Step-by-step Implementation of a Trading Strategy in Python using ARIMA + GARCH models

Make use of a completely functional ARIMA+GARCH python implementation and test it over different markets using a simple framework for visualization and comparisons.




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Maurício Cordeiro

Geospatial/Financial Data Scientist. Doctorate student @ Université Paul Sabatier (Toulouse). To get in touch: