Arbitragelab

Latest version: v1.0.0

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0.2.1

Bug fix:
Env var error on analytics module.

0.2.0

New features in ArbitrageLab version:

**Cointegration Approach**:
+ Simulation of Cointegratred Series
+ Minimum Profit Optimization Strategy

**Copula Approach (NEW)**:
+ Introduction guide to Copulae
+ Probability Threshold Strategy

**Optimal Mean Reversion**:
+ Trading under the XOU Model
+ Trading under the CIR Model
+ A closed-form solution for the OU Model

**Time Series Approach (NEW)**:
+ Quantile Time Series Strategy

**ML Approach (NEW)**:
+ ML Based Pairs Selection

Same for the Notebooks - each point here has it's own dedicated notebook (except for only 1 notebook for the Cointegration Approach and the Copula Approach )

0.1.0

The initial release of arbitrage lab.

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