PairLink
Description
PairLink is a diagnostic tool designed to evaluate the statistical relationship between two time series.
It provides an assessment of their stationarity, cointegration, distributional characteristics, and mean-reverting behavior.
Installation
You can install PairLink via pip:
pip install pairlink
Usage
Here is a simple example to identify frequent price levels from your price data:
import yfinance as yf
from pairlink import preprocess_series, pairlink_test
df = yf.download(tickers=['AAPL','MSFT'], interval='1D')
y, x = preprocess_series(series1=df['Close']['AAPL'], series2=df['Close']['MSFT'])
results = pairlink_test(y,x)
Author
Anthony Gocmen - email
WebSite: developexx
License
This project is licensed under the MIT License - see MIT for details.
1 maintainer
Metadata
1 maintainer
Release files for pairlink 0.0.3
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
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| pairlink-0.0.3.tar.gz | 9.7 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| pairlink-0.0.3-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 20.2 kB
Release files / pairlink-0.0.3.tar.gz
| Download URL | pairlink-0.0.3.tar.gz |
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| Size | 9.7 kB |
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Release files / pairlink-0.0.3-py3-none-any.whl
| Download URL | pairlink-0.0.3-py3-none-any.whl |
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| Size | 10.5 kB |
| Tags | Python 3 |
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