Skip to main content

CVine Colpula Model

Project description

This programme is for building C-Vine Copula model based on “Statistical arbitrage with vine copulas” by Johannes Stubinger 2016

Build by

  • python 3.5

  • pandas 0.23.0

  • numpy 1.14.3

  • rpy2 2.9.4

R and package VineCopula are needed.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

CVineModel-0.0.3.tar.gz (2.2 kB view hashes)

Uploaded source

Built Distribution

CVineModel-0.0.3-py3-none-any.whl (3.5 kB view hashes)

Uploaded py3

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page