OU-Process High-Frequency pairs-trading

Application of ornstein-ulhenbeck process for optimal pair-trading

Features

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Name		Name	Last commit message	Last commit date
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docs		docs
notebooks		notebooks
ou_process_high_frequency_pairs_trading		ou_process_high_frequency_pairs_trading
tests		tests
AUTHORS.rst		AUTHORS.rst
CONTRIBUTING.rst		CONTRIBUTING.rst
HISTORY.rst		HISTORY.rst
LICENSE		LICENSE
MANIFEST.in		MANIFEST.in
Makefile		Makefile
README.rst		README.rst
__init__.py		__init__.py
cli.py		cli.py
requirements_dev.txt		requirements_dev.txt
setup.cfg		setup.cfg
setup.py		setup.py
tox.ini		tox.ini