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hudson-and-thames / mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
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Bayesian cointegration #390

Open andrewcztrack opened 4 years ago

andrewcztrack commented 4 years ago

Hi @akwon31 !!!

I notice your working on the cointegration part. Loving your work so far in package. Would it be worth adding the below?

https://github.com/bayesiancointegration/python?files=1

Kind regards and thanks, Andrew

akwon31 commented 4 years ago

That's pretty cool. This might be a feature of interest after I'm done with other modules.

andrewcztrack commented 4 years ago

cheers @akwon31 !! much appreciated! it looks like you have completed the online portfolio part of the package. my favourite part of he package so far :)

Best, Andrew

akwon31 commented 4 years ago

Awesome!