multi-source-data

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rkomorow89 / arima_trading_strategy

Python-based ARIMA trading strategy tool for SPY (S&P 500 ETF) with Auto-ARIMA tuning, confidence-based signals, and multi-source data (Yahoo, FRED, Alpha Vantage). Includes full backtesting with realistic costs and detailed performance metrics like Sharpe Ratio and Max Drawdown.

arima backtesting time-series-forecasting multi-source-data

Updated Jun 28, 2025
Python

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