Class PairingModel5
- java.lang.Object
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- tech.nmfin.meanreversion.cointegration.PairingModel5
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- All Implemented Interfaces:
PairingModel
public class PairingModel5 extends Object implements PairingModel
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Constructor Summary
Constructors Constructor Description PairingModel5(double lowerCorrelationBound, double upperCorrelationBound, double tail, double covPenalty)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description List<TradingPair>
getTradingPairs(List<String> allSymbols, List<String> tradableSymbols, Matrix prices)
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Method Detail
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getTradingPairs
public List<TradingPair> getTradingPairs(List<String> allSymbols, List<String> tradableSymbols, Matrix prices)
- Specified by:
getTradingPairs
in interfacePairingModel
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