Published October 1, 2026
| Version v1.0.2
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michaelmross/stat-arb: Measured Negative Results in Retail Statistical Arbitrage
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Data, code, and figures for Cost Viability and Cointegration Are Anti-Correlated in Liquid US ETF Pairs (M. M. Ross, 2026) and Triangular FX Residuals on a Retail Feed Are Real, Measurable, and a Fourteenth of Their Cost (M. M. Ross, 2026).
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michaelmross/stat-arb-v1.0.2.zip
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- Is supplement to
- Software: https://github.com/michaelmross/stat-arb/tree/v1.0.2 (URL)
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- Repository URL
- https://github.com/michaelmross/stat-arb