Package tech.nmfin.meanreversion.cointegration
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Interface Summary Interface Description PairingModel Given a set of symbols, their prices and other information, we find mean reverting pairs for trading. -
Class Summary 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 Summary Exception Description NoPairFoundException