Project description

MeanReversionUtilities

Python Mean Reversion Utilities

Includes:

Maximum Likelihood OU calibration

analytic (assumes identical timespace)
numerical (allows for non uniform time sample, but might have problems with intraday)

Finds all mean reverting signals from multiple time series

Plotting multiple time series

These details have not been verified by PyPI

View statistics for this project via Libraries.io, or by using our public dataset on Google BigQuery

2.0.4

Jul 12, 2019

2.0.3

Jul 12, 2019

2.0.2

Jul 12, 2019

2.0.1

Jul 8, 2019

2.0.0

Jul 8, 2019

This version

1.0.2

Jul 5, 2019

1.0.1

Jul 4, 2019

1.0.0

Jul 4, 2019

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

Uploaded Jul 5, 2019 Source

Uploaded Jul 5, 2019 Python 2

Hashes for mean-reversion-utilities-1.0.2.tar.gz
Algorithm	Hash digest
SHA256	`bb91b9ff0c60ec802b3c897edbc3475507db6e62bf0871c00c90fcc5f6df47d2`
MD5	`0a2660674aeb48d914a216d2da7d3b21`
BLAKE2b-256	`11069f356fa7305330f7ebf727aa27e51311ad12baa65bc6386f78ca16fd91bb`

Hashes for mean_reversion_utilities-1.0.2-py2-none-any.whl
Algorithm	Hash digest
SHA256	`ccd3d279aeb007c4fcecda38fe0801643dfe9a2c646f1eee3d466897e2759c8d`
MD5	`2249f249d1c25df5e526fdd581770fa6`
BLAKE2b-256	`9801efe77664c8af0f99d759f8556068686925d49daa55ba876d88a6a3a54065`