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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