Arbitragelab

Time Series Approach Module:
+ OU Optimal Threshold Model Bertram
+ OU Optimal Threshold Model Zeng
+ Markov Regime-Switching Model
+ H-Strategy (Renko and Kagi) Model

Cointegration Approach Module:
+ Scaling function for cointegration vectors

General:
+ Changed the analytics we track to: MAC Address, Public IP, API_KEY, and Function Calls + time stamps

Bug Fixes:
+ Fixed the API key validation and build server authentication
+ Fixed maxed connections a day by pointing the get public IP server to AWS
+ Fix unit tests not passing due to cvxpy bad installs

Notebooks:
+ OU Optimal Threshold Model Bertram
+ OU Optimal Threshold Model Zeng
+ Markov Regime-Switching Model
+ H-Strategy (Renko and Kagi) Model

**Visualization Module:**
+ Cointegration Tear Sheet
+ OU Model Tear Sheet

**Distance Approach Module:**
+ Pearson Distance Approach

**Stochastic Control Approach Module:**
+ Optimal Convergence Model

**Machine Learning Module:**
+ ML Approach Pairs Selection Module made more flexible - clustering and selection steps are now separate

**Hedge Ratio Estimation Module:**
+ OLS, TLS, and Minimum HL Methods

**Bug Fixes:**
+ Fixed bug in ML Approach Pairs Selector hedge ratio calculation (previously had included intercept)
+ Fixed issue with too many function calls in web analytics

**Notebooks:**
+ Pearson Distance Approach

**General:**
+ pyvinecopulib package added to dependencies

**Copula Approach Module:**
+ Vine Copula Generation
+ Vine Copula Trading Strategy
+ Vine Copula Partner Selection

**Distance Approach Module:**
+ Basic Distance Approach new pair selection methods (Variance, Industry, and Zero Crossing)

**Stochastic Control Approach Module:**
+ OU Model Strategy by Jurek et al.
+ OU Model Strategy by Mudchanatongsuk et al.

**Notebooks:**
+ Vine Copula Strategy
+ Vine Copula Partner Selection
+ Updated Basic Distance Approach
+ Basic Distance Pair Selection Comparison
+ OU Model Strategy by Jurek et al.
+ OU Model Strategy by Mudchanatongsuk et al.

Minor patch for ArbitrageLab:

- Removed TensorFlow from requirements.

**General:**
+ Moved package to python v. 3.8
+ Updated versions of requirement packages
+ Minor bug fixes

**Cointegration Approach Module:**
+ Multivariate Cointegration Model
+ Sparse Mean-Reverting Portfolios

**Copula Approach Module:**
+ Quick Pairs Selection
+ Updated BasicCopulaStrategy
+ Mispricing Index Trading Strategy
+ Greatly improved Copula documentation

**ML Approach Module:**
+ Spread Modeling Strategy
+ Filters, Fair Value Model

**Data Module:**
+ Futures Rollover tools

Bug fix: exposed imports for copluas module.