Research Repo

Contains all the Jupyter Notebooks related to ArbitrageLab package research.

As of December 2021, this repo contains 31 research notebooks.

Installation

Recommended versions:

For exact guide on how to install the ArbitrageLab package, please check our documentation.

Name		Name	Last commit message	Last commit date
Latest commit History 216 Commits
Codependence Module		Codependence Module
Cointegration Approach		Cointegration Approach
Copula Approach		Copula Approach
Distance Approach		Distance Approach
Hedge Ratios		Hedge Ratios
ML Approach		ML Approach
Optimal Mean Reversion		Optimal Mean Reversion
Other Approaches		Other Approaches
Sample-Data		Sample-Data
Stochastic Control Approach		Stochastic Control Approach
Time Series Approach		Time Series Approach
README.md		README.md
requirements.txt		requirements.txt