arbitragelab
ArbitrageLab helps portfolio managers and traders who want to leverage the power of Statistical Arbitrage by providing reproducible, interpretable, and easy to use tools.
Subpackages
arbitragelab.codependencearbitragelab.cointegration_approacharbitragelab.cointegration_approach.basearbitragelab.cointegration_approach.coint_simarbitragelab.cointegration_approach.engle_grangerarbitragelab.cointegration_approach.johansenarbitragelab.cointegration_approach.minimum_profitarbitragelab.cointegration_approach.multi_cointarbitragelab.cointegration_approach.sparse_mr_portfolioarbitragelab.cointegration_approach.utils
arbitragelab.copula_approacharbitragelab.copula_approach.archimedeanarbitragelab.copula_approach.ellipticalarbitragelab.copula_approach.mixed_copulasarbitragelab.copula_approach.basearbitragelab.copula_approach.copula_calculationarbitragelab.copula_approach.pairs_selectionarbitragelab.copula_approach.vine_copula_partner_selectionarbitragelab.copula_approach.vine_copula_partner_selection_utilsarbitragelab.copula_approach.vinecop_generatearbitragelab.copula_approach.vinecop_strategy
arbitragelab.distance_approacharbitragelab.hedge_ratiosarbitragelab.ml_approacharbitragelab.optimal_mean_reversionarbitragelab.other_approachesarbitragelab.spread_selectionarbitragelab.stochastic_control_approacharbitragelab.tearsheetarbitragelab.time_series_approacharbitragelab.time_series_approach.arima_predictarbitragelab.time_series_approach.h_strategyarbitragelab.time_series_approach.ou_optimal_thresholdarbitragelab.time_series_approach.ou_optimal_threshold_bertramarbitragelab.time_series_approach.ou_optimal_threshold_zengarbitragelab.time_series_approach.quantile_time_seriesarbitragelab.time_series_approach.regime_switching_arbitrage_rule
arbitragelab.tradingarbitragelab.util