Path |
Digest |
Size |
arbitragelab/__init__.py |
sha256=B6V5ssCD9-nLVnepplcNzjhCaiRJ33WxRmYFk0HOu_s
|
969 |
arbitragelab/codependence/__init__.py |
sha256=_cF6Ciyf5AM9YO_mMI04RnTbCXate0m2q8Uej5or5FM
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735 |
arbitragelab/codependence/codependence_matrix.py |
sha256=WrdnFYMg5m_MW3I8ow7HFMnseNxSAiLYpAnXjrthtU4
|
6511 |
arbitragelab/codependence/correlation.py |
sha256=Wazaj2EWh8BN4iP0OH_cfgq4B3uRZFEwFSfVVWrfikE
|
6312 |
arbitragelab/codependence/gnpr_distance.py |
sha256=B3SWWC-Ee_DkOpFKATv7Y-2bUjVbbtSugaavo5MNq-4
|
5201 |
arbitragelab/codependence/information.py |
sha256=E9SfUx_AIxQxKF_4P5huYwxm1LmUSiPoECEFB4o-PSk
|
6978 |
arbitragelab/codependence/optimal_transport.py |
sha256=OyLuGws_rmOiPY_lsdlVPkAdPs247t7B7IUYUo_9v5s
|
10007 |
arbitragelab/cointegration_approach/__init__.py |
sha256=t0lB_5gOaf_jx1JOTg7LsKw4Md88BdZ-3wwUkmbxOnI
|
706 |
arbitragelab/cointegration_approach/base.py |
sha256=2gq7NgdZh8B6SdJCB4e7YSh3Q0WaUf71l-kLR70r8WQ
|
2328 |
arbitragelab/cointegration_approach/coint_sim.py |
sha256=J3MHiIThAWUTGJxQ30zIYCq4h4wdgLD9eLm8lxuhs5Y
|
16679 |
arbitragelab/cointegration_approach/engle_granger.py |
sha256=qSaoov4z8G6JDqLx9pKn7R-iL4UXsLNUF32K1fKLsX4
|
4741 |
arbitragelab/cointegration_approach/johansen.py |
sha256=M7IsDwI89MiN2EGrhomt_RU0BU8jZeglEOgoi2RwMzQ
|
5744 |
arbitragelab/cointegration_approach/minimum_profit.py |
sha256=SMy5pYKVwlC0zgUGJq3uGfsuwuMYbfYqX8--LroetIQ
|
15838 |
arbitragelab/cointegration_approach/multi_coint.py |
sha256=Ut6Rr5I7dZxPgWLvRL3IouGBxCQZe10eWe3pxzpJ9Aw
|
10865 |
arbitragelab/cointegration_approach/sparse_mr_portfolio.py |
sha256=g7yEVX-vvyi8tB9_uXqL0wwqH62WCLLr24xEQNzizWI
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33262 |
arbitragelab/cointegration_approach/utils.py |
sha256=v6woWPkh3d59X04tA3LsdiSk2iYrWRUHfQZ1wTPLuwI
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1267 |
arbitragelab/copula_approach/__init__.py |
sha256=cWag3emVgusd-apgZSS7BIv7R48YhtMRn24ZbJpWHy8
|
701 |
arbitragelab/copula_approach/base.py |
sha256=0g4MuEvOiaDsJmEipSc5cbXMou7wHcYUxIpcO9liL10
|
12992 |
arbitragelab/copula_approach/copula_calculation.py |
sha256=OCPFsTLQ0Isp3n3mMKhkgVNMtUo59Hhn0EZevm8eJyM
|
12883 |
arbitragelab/copula_approach/pairs_selection.py |
sha256=WracrMU7DfYUw2zcL00-2cyT9_Gn6vrI1D038erFSTI
|
9631 |
arbitragelab/copula_approach/vine_copula_partner_selection.py |
sha256=ObBZYbYNAW3BXalgtQxfDuS4kgyGuVLQQKM8m_GW7ks
|
14714 |
arbitragelab/copula_approach/vine_copula_partner_selection_utils.py |
sha256=A8NDCPZ1qq2UBOZAA_uEMN8KI1pkmIf10T5PGpcNnUY
|
9871 |
arbitragelab/copula_approach/vinecop_generate.py |
sha256=HEh4cEJrFiZYRo0tJpwS0kpI2s1Yo9A2NsihsCZwZZc
|
18681 |
arbitragelab/copula_approach/vinecop_strategy.py |
sha256=yYWgnrZkOTpT0wc5R4NSTWNKyNDK8Pf5a1FjwrzQysU
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16205 |
arbitragelab/copula_approach/archimedean/__init__.py |
sha256=uUVkMTPt2g3si4ZxYqhZiQ9c6XbjmWepC3HnsdCel9k
|
447 |
arbitragelab/copula_approach/archimedean/clayton.py |
sha256=PqeO4Y4kOinFV8VPCoDGzkEXv9iokuHmPFwN0L08FiU
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5307 |
arbitragelab/copula_approach/archimedean/frank.py |
sha256=hhaXlXlAE9Ny7oigOpjZOOlF73LJPpMMuJMCJ0I8d_g
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6008 |
arbitragelab/copula_approach/archimedean/gumbel.py |
sha256=O5ZjEYEJKSmlB5WiBknreNw22rMe16XdbeZOvbkD1n4
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6263 |
arbitragelab/copula_approach/archimedean/joe.py |
sha256=ZtlzNxSCnUGejLHNlhnsyCyW96-VjQD2zNzuvxDgJKY
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6416 |
arbitragelab/copula_approach/archimedean/n13.py |
sha256=G4tnMHbKRTXJACpcBgMJfhXvhCjFlVluLAxTg8m02Is
|
6912 |
arbitragelab/copula_approach/archimedean/n14.py |
sha256=nYvIyzIfm0TsDJxoi3y16t8CNw8BXyHPbSR_esgMq8I
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6462 |
arbitragelab/copula_approach/elliptical/__init__.py |
sha256=9W0QTCSksTcjFARZEUAkH4DxDBfVtskplAIubdM00FY
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229 |
arbitragelab/copula_approach/elliptical/gaussian.py |
sha256=J0at9Cw9U_mjWQck3-mbHN_wFURFFpaN683tSk3Rn_Q
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6026 |
arbitragelab/copula_approach/elliptical/student.py |
sha256=X-__aHxt70rsmMwXVKmklxe1QwFhB6s516-KAcZaFN0
|
10856 |
arbitragelab/copula_approach/mixed_copulas/__init__.py |
sha256=npZETkxZ-EM_d5BPtW0rg2l0zvNRtzMQ8yh4G2HXv9w
|
286 |
arbitragelab/copula_approach/mixed_copulas/base.py |
sha256=aho8GIXwbsf9XQLY_MZOuR6M-uVDslW_67HO0b3Dbjg
|
6228 |
arbitragelab/copula_approach/mixed_copulas/cfg_mix_copula.py |
sha256=-YN__gJ0AaNi_iET8j5_zooa26GL0TTMYeogIWfuZ60
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19349 |
arbitragelab/copula_approach/mixed_copulas/ctg_mix_copula.py |
sha256=WA2rOocDBC3Sdrk_pDXI-L_hqAUlim90pGP6fSTTW8w
|
25487 |
arbitragelab/distance_approach/__init__.py |
sha256=7Zq1BfQr72du3QxWkwsuHnFSFlR3_bUn-J_Ebcn9Bls
|
253 |
arbitragelab/distance_approach/basic_distance_approach.py |
sha256=bE1JltJ2ylESGUjPfchkYkovN01zKq39RVDPGboKIH4
|
25942 |
arbitragelab/distance_approach/pearson_distance_approach.py |
sha256=PA7LjiCRqe9BbNYw0g4h0e-M7PbU3_PNWJCP9YQUC2U
|
16545 |
arbitragelab/hedge_ratios/__init__.py |
sha256=oytE5LQo7sVv3ZKwmqD6MYw3Pwq2qPT1ztV7Vaad3Ac
|
536 |
arbitragelab/hedge_ratios/adf_optimal.py |
sha256=IJ6qIawmPzcLLenVtZjMi-8ehtJjOoVrKTKeQplPf-c
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2183 |
arbitragelab/hedge_ratios/box_tiao.py |
sha256=BnrllLjEEucag9RwcxY-1lTqLuZ8A0fZGNZvfSVKWL4
|
2864 |
arbitragelab/hedge_ratios/half_life.py |
sha256=igRDdrctCOm1nTxsKiABx6snbCNKd0p00wBGt0o_wAc
|
2081 |
arbitragelab/hedge_ratios/johansen.py |
sha256=8ui0PY-4GvhWc8dq7KjdaiiJd7Op4BTkr653CvJOhu0
|
1420 |
arbitragelab/hedge_ratios/linear.py |
sha256=xFj1s0glV1q521kkuLIn5mN2Hr46w9hqOeAP-1l9P-8
|
3674 |
arbitragelab/hedge_ratios/spread_construction.py |
sha256=oBCcdtr5jXXBaiJpBfhduckemVL0X9YivxZBPwTBOLI
|
1301 |
arbitragelab/ml_approach/__init__.py |
sha256=3BNWcdAoJrUcrQ4ghET8W1AqjnmoAypwpEw61xcGuqM
|
568 |
arbitragelab/ml_approach/feature_expander.py |
sha256=osfzzDyvKZLJrPAqJBBoTik9Lb3jUdjvOdSIVPtqEpI
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5371 |
arbitragelab/ml_approach/filters.py |
sha256=rRKR9necgPRzeoS7PWPA4d9uAGUeYRaPlB6atWmjiI4
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15125 |
arbitragelab/ml_approach/neural_networks.py |
sha256=zjrOjlk3fHWpIPZkbysh3yb2bm_1iqWAmzIULDREIU4
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9511 |
arbitragelab/ml_approach/optics_dbscan_pairs_clustering.py |
sha256=AN4g15J5lczjeAjkmgOL-i_zEFMX7J4c06hDUgFoTwI
|
14814 |
arbitragelab/ml_approach/regressor_committee.py |
sha256=M_MEmWMfJpCn1CObemkPIUOG_VghDl14ZRlhGax1u1s
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5094 |
arbitragelab/ml_approach/tar.py |
sha256=xa02jxGdmsYDhTW9Jc3O0kn4UIretWkIsdPCuaLraW8
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3756 |
arbitragelab/optimal_mean_reversion/__init__.py |
sha256=VNJb8IBejtOcgQ_glEHErld21wWZO-eHYsdGq1RdTic
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385 |
arbitragelab/optimal_mean_reversion/cir_model.py |
sha256=-p0bhXST14-f0myGS-_Jceqc8-rym7WuDGQOCSU2M4g
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18629 |
arbitragelab/optimal_mean_reversion/heat_potentials.py |
sha256=s5yojhzh_0ucGxKMA-aw2QZAOmerGkrpPtSucLJ1ofI
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20031 |
arbitragelab/optimal_mean_reversion/ou_model.py |
sha256=plX6xFFI1iEtbDU11sX1gFqOj0VcbcUJxTvC0Lh-N6Q
|
37690 |
arbitragelab/optimal_mean_reversion/xou_model.py |
sha256=qvN-FURbfn2RxpK3UcWsQU-WpsbRMje-B80s06BRx0I
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20554 |
arbitragelab/other_approaches/__init__.py |
sha256=K0R0Mr8SViy1QywXDGbAWfbnWrOpESjMGzDDCO4uW1w
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220 |
arbitragelab/other_approaches/kalman_filter.py |
sha256=JYCNIi2jKNtaQdUZd7Hzuq3XNT_YFCS4aehWgh21_Hc
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7945 |
arbitragelab/other_approaches/pca_approach.py |
sha256=-IKCZyo_A-lI3BokZmXmRsv7YB5q9PqsEhJFCXCoazg
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18095 |
arbitragelab/spread_selection/__init__.py |
sha256=LUfm48TVsv8XzDinXyKQBZMqju8FG9JoKmRq6imdElA
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178 |
arbitragelab/spread_selection/base.py |
sha256=acVPXrJflErjVYK4OxjReb0WqCkIq8Gw-jB5k9hcv1g
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1850 |
arbitragelab/spread_selection/cointegration.py |
sha256=mziAun0d0apqF6Bt4oGxlEi5gFmT1K3mdbUYhtZgykE
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12728 |
arbitragelab/stochastic_control_approach/__init__.py |
sha256=2VE1pKdBNWYw7XXQ5jV0aOQBkw75WamI73zS2M9UgPY
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381 |
arbitragelab/stochastic_control_approach/optimal_convergence.py |
sha256=VgYZsyDmXe-7zzCC5juXahrm1bXEY3biRZILDMYA4Bg
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19269 |
arbitragelab/stochastic_control_approach/ou_model_jurek.py |
sha256=vwjkr9eTghq25ov_7KcHCQL4NjZe2Qrm7AhZw0TdhE8
|
44740 |
arbitragelab/stochastic_control_approach/ou_model_mudchanatongsuk.py |
sha256=dZt1QdODJnP7wF4Bsq3HhEM7Iiuo7pxDcrrMgXExAk0
|
12434 |
arbitragelab/tearsheet/__init__.py |
sha256=NW80JVC8BsmdBtl42no7Zn-vzV42IUZWbkEEEhsQ-hw
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arbitragelab/tearsheet/tearsheet.py |
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140554 |
arbitragelab/time_series_approach/__init__.py |
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arbitragelab/time_series_approach/arima_predict.py |
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arbitragelab/time_series_approach/h_strategy.py |
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14194 |
arbitragelab/time_series_approach/ou_optimal_threshold.py |
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8740 |
arbitragelab/time_series_approach/ou_optimal_threshold_bertram.py |
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|
12826 |
arbitragelab/time_series_approach/ou_optimal_threshold_zeng.py |
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|
17338 |
arbitragelab/time_series_approach/quantile_time_series.py |
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4641 |
arbitragelab/time_series_approach/regime_switching_arbitrage_rule.py |
sha256=XrqKprt1brmTrW-AgHfT259Kx0y2ilTBMqUfSjJ0Up0
|
13115 |
arbitragelab/trading/__init__.py |
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|
421 |
arbitragelab/trading/basic_copula.py |
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|
10153 |
arbitragelab/trading/copula_strategy_mpi.py |
sha256=QZXaOKZt-O54qWWCaw6nQKKKwfGGFHqQoBHPg1yUxNo
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29074 |
arbitragelab/trading/minimum_profit.py |
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5479 |
arbitragelab/trading/multi_coint.py |
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arbitragelab/trading/z_score.py |
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arbitragelab/util/__init__.py |
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arbitragelab/util/base_futures_roller.py |
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10271 |
arbitragelab/util/data_cursor.py |
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44960 |
arbitragelab/util/data_importer.py |
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|
5247 |
arbitragelab/util/generate_dataset.py |
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arbitragelab/util/indexed_highlight.py |
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1448 |
arbitragelab/util/rollers.py |
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11767 |
arbitragelab/util/spread_modeling_helper.py |
sha256=tEqA42BRdGz1aaHoNBufx3Q9g6KEFd3Rnrmz8qcUiBM
|
17363 |
arbitragelab-0.9.1.dist-info/LICENSE.txt |
sha256=KU7zoBuyxx21AJlCR1YSZVK3EZaRLoo4VJe15puwWqM
|
1564 |
arbitragelab-0.9.1.dist-info/METADATA |
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6863 |
arbitragelab-0.9.1.dist-info/WHEEL |
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92 |
arbitragelab-0.9.1.dist-info/top_level.txt |
sha256=aAHZc3izmRSy2y_F2f_3UjqeU0mp3Bph6pP91a1pHdY
|
13 |
arbitragelab-0.9.1.dist-info/RECORD |
— |
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