Path |
Digest |
Size |
arbitragelab/__init__.py |
sha256=P8Vq2NtetknrdL993hYiz9_BW93b2gOULiLyzU07Rv0
|
995 |
arbitragelab/codependence/__init__.py |
sha256=IdnZzWEBMo9Y8wf0t3BYXkVyWGg1gMYHdG7QpjMGnIs
|
724 |
arbitragelab/codependence/codependence_matrix.py |
sha256=niTxLXLCp8V79Jk0hNPsq18qbfmfj0di0FHsUP3DJ8o
|
6421 |
arbitragelab/codependence/correlation.py |
sha256=oelIylqed6xzP5UdAe6vrh6NgJvleJdLLvc7He-2yaI
|
6142 |
arbitragelab/codependence/gnpr_distance.py |
sha256=eJ8X8-GUSnOl5qdQqT79oO9pIyrFfsHd1ndKwJQiSNA
|
5078 |
arbitragelab/codependence/information.py |
sha256=HckyAb_66fDzChxFWGtWIeQf1VBzBbpDjSBy-eUccXg
|
6829 |
arbitragelab/codependence/optimal_transport.py |
sha256=lfFyoJ42txwMuQrp6_K4UdXyy0hp83S3mJgiuG9-61c
|
9833 |
arbitragelab/cointegration_approach/__init__.py |
sha256=LjSSaWhdsfSRzPfGrjlqOBOaXjOJfIklZv-a_yZR1FM
|
695 |
arbitragelab/cointegration_approach/base.py |
sha256=hsMZOCetyYIQVR4Un9ZQrUf75EJDqrQGMAGqFBAjnxM
|
2279 |
arbitragelab/cointegration_approach/coint_sim.py |
sha256=aXRBxZPbil24mayXVJx8iyGdEnB9UFe79wjlHRtCxhU
|
16315 |
arbitragelab/cointegration_approach/engle_granger.py |
sha256=pFFHYAijOi9bhuuNhol_hBAwBq7BWUECtTlQUBaqiBA
|
4636 |
arbitragelab/cointegration_approach/johansen.py |
sha256=DtoZAHQhG08JOI1nbPd2D1Iuup5HqehoUatJCaTpo9o
|
5638 |
arbitragelab/cointegration_approach/minimum_profit.py |
sha256=19ZpI0sk4vyscgxqWSYuZ6eEPyeu1ukSRYvJqaHaJKs
|
15552 |
arbitragelab/cointegration_approach/multi_coint.py |
sha256=0llt_-HhtEbpuUlhNxw96nuN8lL3WdtTNganaVQRWBk
|
10642 |
arbitragelab/cointegration_approach/sparse_mr_portfolio.py |
sha256=veMy8iwYApZpOqWvzHfAIjmRDr-bxTdJCHLWHdKf-bs
|
32578 |
arbitragelab/cointegration_approach/utils.py |
sha256=k-6jnOnssvD6LPLkStjStAF1-bNWRPRHEh6Tundaz6U
|
1224 |
arbitragelab/copula_approach/__init__.py |
sha256=CoewAQLkXwbZ8GxkPVVXcI-GWFBTy7EYVDQV9fGW5fE
|
688 |
arbitragelab/copula_approach/archimedean/__init__.py |
sha256=ra2GU3lePc25Pj3CbTCW6N534pyQ6miFcOVzpewXgfI
|
437 |
arbitragelab/copula_approach/archimedean/clayton.py |
sha256=q3lQa8m8Px5LvJBqszYXqi2gKOdOp0ZbEAmt8kO_U1U
|
5148 |
arbitragelab/copula_approach/archimedean/frank.py |
sha256=D4evLDE6Dzj6fCS9VKdPgVUn8jFDtFS6A4DefuYMhYw
|
5826 |
arbitragelab/copula_approach/archimedean/gumbel.py |
sha256=OqQwvruh5n4yyBTMbDN8pILjTpq1KqlotG1xd16tBwU
|
6083 |
arbitragelab/copula_approach/archimedean/joe.py |
sha256=YnK5DC6kJDJOgE38WMf2gVRT43j8JBK6YoJ4KyHAY04
|
6263 |
arbitragelab/copula_approach/archimedean/n13.py |
sha256=b14t0ewdYz_sTYM-Y_wwqfvGMs75s-Nc1c9CHi7fVvc
|
6744 |
arbitragelab/copula_approach/archimedean/n14.py |
sha256=u-QAOy3ncMzGiN6vX6CXgwmoqKB8Uu22M2sdsQdI0Zg
|
6278 |
arbitragelab/copula_approach/base.py |
sha256=QXZp4W1Wxnd8u5GacMCmYx_Tq78JMV1KYouSjJ2v0HU
|
12645 |
arbitragelab/copula_approach/copula_calculation.py |
sha256=rqghLIuct5GWLLHxw6JV-ad5Iscl7iQULWRMlj6gjNg
|
12607 |
arbitragelab/copula_approach/elliptical/__init__.py |
sha256=HFyx6THbirSqdFGPXKVCwznMhhaC0UNhwD5uLJF6-ds
|
223 |
arbitragelab/copula_approach/elliptical/gaussian.py |
sha256=Kdns2g2zafy9fhqpmF6YZdLfYuHGkb83iiLy6pnaimQ
|
5845 |
arbitragelab/copula_approach/elliptical/student.py |
sha256=Ti8bDbb6fyWB2dyZAPSdFBLJ3emd6hvzKz0n5gfGQGU
|
10563 |
arbitragelab/copula_approach/mixed_copulas/__init__.py |
sha256=CpbLJPRBvwTbk3ihRpwh1MsoOv_V7KO1M4lTZMJbWAI
|
279 |
arbitragelab/copula_approach/mixed_copulas/base.py |
sha256=Qr3reFUBcFxqUm_h7M-ZCvY0VLGvJoRf5p_rX9lwUps
|
6067 |
arbitragelab/copula_approach/mixed_copulas/cfg_mix_copula.py |
sha256=OL4Zsk4EQUmnWgdvLEYbIhIrQss-bcoY8Znp8-76g04
|
19031 |
arbitragelab/copula_approach/mixed_copulas/ctg_mix_copula.py |
sha256=fh6ax18Ix0XBIUolMQRHf2Q7z8cVjdX-B9FjXWRBWqs
|
25070 |
arbitragelab/copula_approach/pairs_selection.py |
sha256=FPNQhbCBgaCO21vmaVR1bikHm8s-lrc4SqaB1I4FQGA
|
9419 |
arbitragelab/copula_approach/vine_copula_partner_selection.py |
sha256=t1WicQBIpqKrxLcE2fOtCdHasa4rusvcoL2KGZybHkI
|
14438 |
arbitragelab/copula_approach/vine_copula_partner_selection_utils.py |
sha256=SSh1M0Eb0jR8_FkCA4dOdVfNFiEzC-oNRdFg0o4iN_s
|
9622 |
arbitragelab/copula_approach/vinecop_generate.py |
sha256=GMl7ly2MkZfRZO0aT041SZ_qMIRnX2jhU74QBJo30kU
|
18301 |
arbitragelab/copula_approach/vinecop_strategy.py |
sha256=jduFtkhjgoLGLRNXiOzSw0w3yysxyvBpE_aSnaanGFk
|
15912 |
arbitragelab/distance_approach/__init__.py |
sha256=sGuFsYPcFCkt1qNzprat2isaFyBw8qhtQdahT8fupKg
|
248 |
arbitragelab/distance_approach/basic_distance_approach.py |
sha256=9G4QKstXCdDsG7FayaSzAa4U9bwNSrIm9FH7NUwxiNo
|
25418 |
arbitragelab/distance_approach/pearson_distance_approach.py |
sha256=esiQRVvjIj8hm3pAvW__22n_1zIppYCP82TIIc1ro7Y
|
16186 |
arbitragelab/hedge_ratios/__init__.py |
sha256=SeEuJB4YJuyVSo1n0uY9MK7hSNB0khAqLQFS4_Wqfes
|
526 |
arbitragelab/hedge_ratios/adf_optimal.py |
sha256=lpj84amHRU4GxnvqXgb_spNYXTeHDOrGKRKI0UuTWJA
|
2126 |
arbitragelab/hedge_ratios/box_tiao.py |
sha256=rkUEtxmCpLiyUQXMWjHb6CaBdto-JhanmkXflAkDqjQ
|
2790 |
arbitragelab/hedge_ratios/half_life.py |
sha256=ElwnsFkhrxgmXdbAao6MMtxS-kaNBAw6QeSTGSd3HI0
|
2028 |
arbitragelab/hedge_ratios/johansen.py |
sha256=D4ZOm058e0gOKrQjTTXa2TrnavwojaNUtjjoc4OHXyA
|
1381 |
arbitragelab/hedge_ratios/linear.py |
sha256=FcbTB-uXL0IhSuYOvUwZlIUALnDNsLvn9rQvKKGTTa8
|
3576 |
arbitragelab/hedge_ratios/spread_construction.py |
sha256=B7In2f2ol0ntMJYnElULLc6VX-vsv5GmWUZmxSEeAQo
|
1273 |
arbitragelab/ml_approach/__init__.py |
sha256=zdE1q9hyNxx8iZ8rIOZAf9g73r6opm7QXATv9DvF6lc
|
558 |
arbitragelab/ml_approach/feature_expander.py |
sha256=ptp5CVO6Oloasedtzm-OrV8BVwaZiqTsWuMmyyWlXF4
|
5216 |
arbitragelab/ml_approach/filters.py |
sha256=Eqt5VaPGXv7SWFQ09GF4YDOg3qeQMmqDqmIEyU3YfSQ
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14724 |
arbitragelab/ml_approach/neural_networks.py |
sha256=QoYlAQpNjazIz2wKBYeEPlWUfgN2I3CuOa10G77NEPE
|
9255 |
arbitragelab/ml_approach/optics_dbscan_pairs_clustering.py |
sha256=setXLyCusMBxvi80Qa1VMwIcE9_0BOJlisU_Kqx-AI4
|
14518 |
arbitragelab/ml_approach/regressor_committee.py |
sha256=qPox-W9VwkLL9A_joTUzm4g4GNPVh75ks_L_hozLGCA
|
4958 |
arbitragelab/ml_approach/tar.py |
sha256=TmBfl3UJRXXyQXljE8a1wrAFoheLVhN4NQDgegGsiWE
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3644 |
arbitragelab/optimal_mean_reversion/__init__.py |
sha256=hUSzSsg3U-rADQaoiw5wVet_M7ZvdTp2WGUaoyCcbuM
|
377 |
arbitragelab/optimal_mean_reversion/cir_model.py |
sha256=W1ax_D2ez5tl-MZ3yt28rJyBpwjfOTMX44jhpsU1QkY
|
18204 |
arbitragelab/optimal_mean_reversion/heat_potentials.py |
sha256=fuPzXSHG-1fbbD5eDNRxRTNmJh0Ugp8LKdGHjPQLmLI
|
19615 |
arbitragelab/optimal_mean_reversion/ou_model.py |
sha256=w1KJ4tTNGsYAnwTWhqFHbe8EgfAJM7qO1c_wNLPziGY
|
36866 |
arbitragelab/optimal_mean_reversion/xou_model.py |
sha256=0IYkrcusm4HYtCA91EuQTu_K0EQ28rvzFdjrETb1Dfc
|
20134 |
arbitragelab/other_approaches/__init__.py |
sha256=fTsIrZ91DAd5nKATjhk640QAyR1llH6ba6U9CZ2-mGs
|
215 |
arbitragelab/other_approaches/kalman_filter.py |
sha256=yr_PDFzIym8bFTZbZ6UtBD1jcPYKW4pBK1ydauSQ0u4
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7777 |
arbitragelab/other_approaches/pca_approach.py |
sha256=kH98v8gwq64XAsrKiKP8oWIBOsgzIA5RafRexPj_XOM
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17717 |
arbitragelab/spread_selection/__init__.py |
sha256=gFxC5jhpEtQOk_UcYFL7-8Uf2lruQ5yfYLqlwYVru98
|
173 |
arbitragelab/spread_selection/base.py |
sha256=pZQ9h1o7wbDgvPbbbjtj53sQ7ddkIVrKOaB1wmry2Ic
|
1839 |
arbitragelab/spread_selection/cointegration.py |
sha256=Gu_G44Pgc3WzHIrqTtE9JeMk8iDNeW2b-a2VWYiDDeU
|
12513 |
arbitragelab/stochastic_control_approach/__init__.py |
sha256=Rh6FKcZUEFIrJqgQSnSkMvmngWVfuNHaEEDPrJcjm84
|
374 |
arbitragelab/stochastic_control_approach/optimal_convergence.py |
sha256=sFk1UBYeCZrVQBjpAYlWRvLoPJYFXPpmBhvY05f3FKQ
|
18786 |
arbitragelab/stochastic_control_approach/ou_model_jurek.py |
sha256=xGbB8UHtY6qU_KpdyUCYhnCtRVaGllh8agHDwqVsgV4
|
43842 |
arbitragelab/stochastic_control_approach/ou_model_mudchanatongsuk.py |
sha256=0D09BQ7xSiupEOHbXOPBPTV3ZD6uGWGH0MIHn2iZVrM
|
12140 |
arbitragelab/tearsheet/__init__.py |
sha256=ipCAGtGA_7Lif-2LtV3OjyvIuSMU6Z6swuwUa1cwkAE
|
116 |
arbitragelab/tearsheet/tearsheet.py |
sha256=ZoXziD2az1o2-BgcbaPPUdmi7axRcdVCEhSA9rUcSvo
|
137795 |
arbitragelab/time_series_approach/__init__.py |
sha256=6dzBOjvelyS4fPPOjvpEw2hNEhhFEw5s0Hxrpmzv-nQ
|
486 |
arbitragelab/time_series_approach/arima_predict.py |
sha256=0ZPY2CDH0cstayVbD3KmpFZWlmQEz42GMS9MoAEt_kQ
|
7657 |
arbitragelab/time_series_approach/h_strategy.py |
sha256=H6aMOX7TyY3BZJzHmgpyABUvpR_Wgct8K_6YhwFmOZQ
|
13866 |
arbitragelab/time_series_approach/ou_optimal_threshold.py |
sha256=UDCN2JYVj-S1FwamBst-WQxn86z4pZqNuP_C2KraAkI
|
8550 |
arbitragelab/time_series_approach/ou_optimal_threshold_bertram.py |
sha256=9P4mVWQA3d9VSulRfUqz_xlfQ-6aAzjwvA7g6Nrxo0U
|
12500 |
arbitragelab/time_series_approach/ou_optimal_threshold_zeng.py |
sha256=mIalWKoxVceSpMWzkFnDlFPDC5L8mIxem_MQwuNo684
|
16888 |
arbitragelab/time_series_approach/quantile_time_series.py |
sha256=xJYR-rmpmIgTPvYbG_SyUl173I0mDoKCg-1PnicJ4G4
|
4580 |
arbitragelab/time_series_approach/regime_switching_arbitrage_rule.py |
sha256=oZY5qnp2HlGxy0QJjdzRbmso5UxpDYEQXlYpWLREHG8
|
12932 |
arbitragelab/trading/__init__.py |
sha256=TyXLt3wPqxK3ZQ7yc5AL9oT8ZBMz6_OjUqKnHvtWz3E
|
412 |
arbitragelab/trading/basic_copula.py |
sha256=S5qVpPUejJkT8BkkMUzPe9ld6vvrQ5X-WkgktdWiJvw
|
9942 |
arbitragelab/trading/copula_strategy_mpi.py |
sha256=ztQrT77WWqO6TTaq3ulnlhPdM8XmUO4dshbTivlFIgE
|
28586 |
arbitragelab/trading/minimum_profit.py |
sha256=ho0v76nzzDJ1o7h4jtsmenbocNsKDx69aP7QqPwiNKI
|
5343 |
arbitragelab/trading/multi_coint.py |
sha256=OcE6Qn4t2U3dwUEpk3RnxVDs3AgyONcuAJcqS7XktWY
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7079 |
arbitragelab/trading/z_score.py |
sha256=RB-3_Djx2u_TJ8ABt6gbb-ASdQ21TQepEr8Fy0J9yyw
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6455 |
arbitragelab/util/__init__.py |
sha256=HUhbNefkU805i7dW0n3I799dnn5-DIpJoMmjJMmFmGk
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arbitragelab/util/base_futures_roller.py |
sha256=m-HDVF5hOxa-QpIBLo-kLJlQ6qMbPYkVm191J7pRjoU
|
10027 |
arbitragelab/util/data_cursor.py |
sha256=26ZiLu47DxeX-tjIsL9qVhoEFTTE1UIN_1YZ4wNbQS8
|
43806 |
arbitragelab/util/data_importer.py |
sha256=wyqsqlIWwAvjzY5V4Tfz-1EqZtX2fvwXKX6mqyYZcOM
|
5216 |
arbitragelab/util/generate_dataset.py |
sha256=iX_TRWpRKp2YAE8bDjDrWkwqk3fIXpDmOHAmDIZ9kS8
|
1825 |
arbitragelab/util/indexed_highlight.py |
sha256=wlEXqw5fDMe4EXx5_gIp9MQbzz99vLabCbZM-m7qpAk
|
1405 |
arbitragelab/util/rollers.py |
sha256=NrXHIdWifGyEoSjt28UgcSficZRCEYPw2EO1YWUhxug
|
11505 |
arbitragelab/util/spread_modeling_helper.py |
sha256=ltFl6MkODv9OcfXap-sJI7QTWep-Jfr6QguWpaequls
|
16970 |
arbitragelab-1.0.0.dist-info/LICENSE.txt |
sha256=8vCNWackX-2DoYFOtVHkbAB3IkqT6r-QcRbj6SggU58
|
1536 |
arbitragelab-1.0.0.dist-info/METADATA |
sha256=0eBikulgPjXq8E-8r0o19SO4GQttcF3jppOAAfWOEqE
|
9130 |
arbitragelab-1.0.0.dist-info/WHEEL |
sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg
|
88 |
arbitragelab-1.0.0.dist-info/RECORD |
— |
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