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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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Arbitragelab request - Bayesian Cointegaration. #460

Open andrewcztrack opened 4 years ago

andrewcztrack commented 4 years ago

Hi all! Love the library! I was wondering if the below would be a good addition to the arbitrage lab library.

https://github.com/bayesiancointegration/python

http://web4.cs.ucl.ac.uk/staff/C.Bracegirdle/BayesianConditionalCointegration.php

Dhavin commented 3 years ago

Hello @andrewcztrack , I would like to contribute to this project by solving this issue. Can I?

dingo9 commented 1 year ago

still need this? Maybe I can do some contribute