INVITE-ONLY SCRIPT

Statistical arbitrage - axe9919

Updated
Statical arbitrage
Release Notes
Добавлена возможность указания разных бирж
Release Notes
Тройная нормализация спреда
Release Notes
Изменены начальные значения
Release Notes
Переход на линейную регрессию. Коэффициенты вычисляются с помощью метода наименьших квадратов
Centered OscillatorsOscillators

Invite-only script

Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact axe9919 for more information, or follow the author's instructions below.

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