MoneyBall

In this project, I developed a robust pairs trading strategy focused on the Brent-WTI crude oil spread, leveraging mean-reversion principles and fundamental factors like the Baltic Dirty Tanker Index. By combining statistical arbitrage with transportation cost dynamics, I created a composite indicator to identify trade opportunities while managing risk through stop-loss mechanisms and transaction cost adjustments.

Decision Trees, Random Forests, Adaboost

Análisis de Humedad relativa y Temperatura

Data Poll_2008

Valor esperado, varianza y desviación std. de variable continua

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