v0.4.0

New features in ArbitrageLab version 0.4.0:

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.