Interface PairingModel
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- All Known Implementing Classes:
PairingModel1
,PairingModel2
,PairingModel3
,PairingModel4
,PairingModel5
public interface PairingModel
Given a set of symbols, their prices and other information, we find mean reverting pairs for trading.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description List<TradingPair>
getTradingPairs(List<String> allSymbols, List<String> tradableSymbols, Matrix prices)
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