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This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas.

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Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
README.md		README.md
data_handler.py		data_handler.py
partner_selection.py		partner_selection.py

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Pairs Selection Copulas Project

Description

This a personal project that creates classes and functions to assist in the pairs selection process for a trading strategy using Vine Copulas.

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Python

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This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas.

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Python 100.0%