Pairs trading model based on stochastic optimal control

Name		Name	Last commit message	Last commit date
Latest commit History 47 Commits
.idea		.idea
data		data
ref		ref
src		src
test		test
utils		utils
.gitignore		.gitignore
LICENSE		LICENSE
Pairs_Trading_Strategy_Backtest.ipynb		Pairs_Trading_Strategy_Backtest.ipynb
Pairs_Trading_Strategy_Notes.ipynb		Pairs_Trading_Strategy_Notes.ipynb
README.md		README.md
ou_lsq_est.py		ou_lsq_est.py
ou_seq_ols.py		ou_seq_ols.py
ou_strategy_simulation.py		ou_strategy_simulation.py

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