Research Environment to Find the Best Statistical Arbitrage Cryptocurrencies.
Hello everyone! This repo can find the most profitable coins in a selected historical data.
In app_researcher.ipynb I combined multiple coins looking for the most relevant coins.
In app_backtester.ipnynb I backtested this coins filtering it by the most profitable.
The .csv output from this repo can be used in my statistical-arbitrage-bot.
ENJOY!