| Interface | Description |
|---|---|
| PairingModel |
Given a set of symbols, their prices and other information, we find mean
reverting pairs for trading.
|
| Class | Description |
|---|---|
| PairingModel1 | |
| PairingModel2 | |
| PairingModel3 | |
| PairingModel4 | |
| PairingModel5 | |
| PairingModelUtils | |
| RobustCointegration |
This class runs the robust cointegration algorithm on a pair of prices to
determine if their cointegration relationship is stable enough to trade.
|
| TradingPair |
| Exception | Description |
|---|---|
| NoPairFoundException |
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