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.

Maurício Cordeiro
Analytics Vidhya
Published in
8 min readJan 11, 2021

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Maurício Cordeiro
Analytics Vidhya

Ph.D. Geospatial Data Scientist and water specialist at Brazilian National Water and Sanitation Agency. To get in touch: https://www.linkedin.com/in/cordmaur/