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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. (Initial stage - additions remaining)
This a personal project that aims to create classes and functions that wil help the user identify pairs of stocks in order to implement a trading strategy regarding Vine Copulas.
Language
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. (Initial stage - additions remaining)