v0.3.0

New features in ArbitrageLab version 0.3.0:

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