INVITE-ONLY SCRIPT
Statistical arbitrage - axe9919
Updated
Statical arbitrage
Release Notes
Добавлена возможность указания разных биржRelease Notes
Тройная нормализация спредаRelease Notes
Изменены начальные значенияRelease Notes
Переход на линейную регрессию. Коэффициенты вычисляются с помощью метода наименьших квадратовInvite-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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