{"repo":"dv-lebedev/pair-trading-view","free":true,"listed":false,"github":"https://github.com/dv-lebedev/pair-trading-view","clone":"git clone https://github.com/dv-lebedev/pair-trading-view.git","description":"Pair Trading View is a .NET application for the visual analysis of synthetic financial instruments based on statistical models.","language":"C#","stars":54,"topics":["pairs-trading","synthetic-financial-instruments","investment","statistical-models","visual-analysis","shares","stock-market","stocks","finance","pairs"],"license":"Apache-2.0","category":"trading","readme_excerpt":"Pair Trading View Pair Trading View is an application for the visual analysis of synthetic financial instruments based on statistical models. [ PairTradingView.WpfApp ] How To - Execute PairTradingView.exe in 'pair-trading-view\\PairTradingView.WpfApp\\bin\\Debug\\net8.0-windows'. - Set the 'Price' column. - Put CSV files with historical data into the 'pair-trading-view\\PairTradingView.WpfApp\\bin\\Debug\\net8.0-windows\\csv-files' folder. - Press 'Load Data From Files'. - Press 'Calculate'. - Enter the balance and risk, and select pairs in the table using checkboxes or by double-clicking. Model - SI - synthetic index - s - share - fp - financial pair - fp tv - financial pair's trade volume - fp w - weight of financial pair SI t = ( s1 t + s2 t + s3 t + ... + sn t ) / n SI = α + β fp + err Financial pair's weight has reverse dependency of β. fp w = (1 / (1 + abs(β))) / Σ(fp w) fp tv = balance fp w Calculate trade volume for each share: fp tv = x tv + y tv y = α + β x + err w = 1.0 / (1.0 + abs(β) x tv = fp tv w abs(β) y tv = fp tv w License Apache 2.0","default_branch":null,"files":null,"tree":[],"storefront":"/r/dv-lebedev","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/dv-lebedev/pair-trading-view/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}