dia_index_arb_strategy

Project information

This is a demo strategy that will compute fair value for DIA (dow jones ETF) based on the underlying components. Note it is time sensitive as the components of the index routinely change.

6 Commits
1 Branch
0 Tags

Created on

March 31, 2022

Copy SSH clone URLgit@gitlab.engr.illinois.edu:shared_code/example_trading_strategies/dia_index_arb_strategy.git
Copy HTTPS clone URLhttps://gitlab.engr.illinois.edu/shared_code/example_trading_strategies/dia_index_arb_strategy.git

Loading