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Problem: Our current method of selecting stock pairs for cointegration testing, using [current method], might miss out on valuable opportunities. We want to improve the selection process to identify m…
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Evaluate https://ts.gluon.ai/
figure out if it is suitable for statistical arbitrage use case, write some blurb about it for sharing the knowledge
- [ ] read the documentation
- [ ] follow the qu…
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Hi Jorge,
Great work on the article. Looks really interesting. Do you have an idea as to when you will publish the code?
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👋 This dashboard summarizes my activity on the repository, including available improvement opportunities.
## Recommendations
_Last analysis: Jun 09 | Next scheduled analysis: Jun 16_
### Open
✅…
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Dear Jorge,
I'm so interested in the strategy mentioned in the article, and do you have a plan for publication of the code of the article?
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Reads:
- Paper on Google Drive
- http://stat.math.uregina.ca/~kozdron/Teaching/Regina/441Fall14/Notes/L31-32-Nov19.pdf ?
- https://en.wikipedia.org/wiki/Vasicek_model
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Helpful Links:
- https:…
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##### Expected behaviour:
Environment fully supports TF2
##### Actual behaviour:
Only 1.5 is supported for certain scripts
I ran the [automatic upgrade](https://www.tensorflow.org/guide/upgra…
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Resource for learning: [Quantconnect](https://www.udemy.com/course/quantconnect-boot-camp-in-python/)
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xxxx
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Specs at: https://docs.google.com/document/d/1ELLDf7dg3nli6nLYMpQ9IxuTW5dYdN15nluNCZbZmD4/edit#heading=h.4roctfx0ehs6