Arbitragelab

Latest version: v1.0.0

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1.0.0

New Contributors
* ben9809 made their first contribution in https://github.com/hudson-and-thames/arbitragelab/pull/101

**Full Changelog**: https://github.com/hudson-and-thames/arbitragelab/compare/0.9.1...1.0.0

0.9.1

I just updated the readme of 0.9.0 so that the Pypi Readme file will update.

0.9.0

0.8.1

What's Changed
* Set-up doctests on CircleCI. by mnicstruwig in https://github.com/hudson-and-thames/arbitragelab/pull/83
* Feature/mac interface by mnicstruwig in https://github.com/hudson-and-thames/arbitragelab/pull/91


**Full Changelog**: https://github.com/hudson-and-thames/arbitragelab/compare/0.8.0...0.8.1

0.8.0

* Do Release for 0.8.0 by mnicstruwig in https://github.com/hudson-and-thames/arbitragelab/pull/82

New Contributors
* mnicstruwig made their first contribution in https://github.com/hudson-and-thames/arbitragelab/pull/75

**Full Changelog**: https://github.com/hudson-and-thames/arbitragelab/compare/0.7.0...0.8.0

0.7.0

**Spread Selection Module:**
+ Updated Cointegration Pairs Selection Module to work with any type of spread (3-leg, N-leg spread).
+ Added Spread Selection Module to the documentation.

**Hedge Ratios Module:**
+ Added Johansen Eigenvector, Box-Tiao Canonical Decomposition, Minimum ADF Test T-statistic methods to Hedge Ratios Module.
+ Updated Hedge Ratios Module to work with any type of spread (3-leg, N-leg spread).
+ Reflected changes to Hedge Ratios Module in the documentation.

**Copula Approach Module:**
+ Refactored all Copulas to allow independent use and fitting in the Copula Approach Module.
+ Adjusted Copula Approach Module documentation.

**Trading Module:**
+ Added Bollinger Band Strategy to the Trading Strategies Module.
+ Created a separate Minimum Profit Trading Strategy in the Trading Strategies Module.
+ Created a separate Multivariate Cointegration Trading Strategy in the Trading Strategies Module.
+ Created a separate Basic Copula Trading Strategy in the Trading Strategies Module.
+ Created a separate Mispricing Index Copula Trading Strategy in the Trading Strategies Module.
+ Added Trading Module documentation.

**General:**
+ Updated requirements versions to the newest stable numpy, pandas etc.
+ Moved research notebooks to .zip format for distribution.
+ Added Raw Docs for debugging to documentation.
+ Added UML Diagram for debugging to documentation.
+ Added blog post links to documentation.
+ Added presentation slides and videos to documentation.

**Bug Fixes:**
+ Fixed package breaking due to faulty werkzeug version.
+ Fixed SCS package version breaking Sparse MR Module.

**Notebooks:**
+ Added Hedge Ratios Module Notebook
+ Updated Cointegration Module Notebooks
+ Updated Copula Approach Module Notebooks
+ Updated Spread Selection Notebook

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