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IanLKaplan

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Commits on Nov 30, 2022

• Create README.md

  IanLKaplan

  authored
  cd9877e

Commits on Sep 26, 2022

• Correlation and mean reversion

  IanLKaplan

  committed
  ec99305

Commits on Sep 23, 2022

• Correlation code.

  IanLKaplan

  committed
  d32973d

Commits on Sep 22, 2022

• Added commentary on ADF result.

  IanLKaplan

  committed
  6317a73

Commits on Sep 21, 2022

• Added code for plotting correlation

  IanLKaplan

  committed
  a9ef441

Commits on Sep 20, 2022

• Added code and discusson for the analysis of pairs correlation.

  IanLKaplan

  committed
  25dff2c

• Added code and discusson for the analysis of pairs correlation.

  IanLKaplan

  committed
  9f546e2

• Added code and discusson for the analysis of pairs correlation.

  IanLKaplan

  committed
  88fefbd

• Added code and discusson for the analysis of pairs correlation.

  IanLKaplan

  committed
  1bcbc99

Commits on Sep 16, 2022

• Started adding linear regression plot

  IanLKaplan

  committed
  9b43a13

Commits on Sep 15, 2022

• Added a comment

  IanLKaplan

  committed
  245377a

• Added code to compute the halflife of the mean reversion.

  IanLKaplan

  committed
  d798067

Commits on Sep 14, 2022

• Some changes to the text

  IanLKaplan

  committed
  364cb3a

Commits on Sep 9, 2022

• minor change.

  IanLKaplan

  committed
  b17add8

Commits on Aug 23, 2022

• More discussion.

  IanLKaplan

  committed
  4796c34

• More discussion.

  IanLKaplan

  committed
  094cb9a

• Added discussion and moved code from the Python file

  Show description for c5dc09d
  IanLKaplan

  committed
  c5dc09d

Commits on Aug 22, 2022

• Added code to weed out duplicate stocks.

  IanLKaplan

  committed
  48fb9df

Commits on Aug 19, 2022

• Residual plotting.

  IanLKaplan

  committed
  c00598b

• Added ADF filtering code.

  IanLKaplan

  committed
  27c8e09

• Added code for linear regression and augmented dicky fuller test.

  IanLKaplan

  committed
  ff03394

Commits on Aug 18, 2022

• Added some discussion.

  IanLKaplan

  committed
  152d401

• Added some discussion.

  IanLKaplan

  committed
  c3e1a50

• Added code to notebook and restructured it.

  IanLKaplan

  committed
  d95ad6c

• Fixed a bug in the close data read.

  IanLKaplan

  committed
  c51667d

• Added code to display the correlation histogram.

  IanLKaplan

  committed
  cc2db5e

Commits on Aug 17, 2022

• Added correlation calculation

  IanLKaplan

  committed
  d0fa58d

Commits on Aug 12, 2022

• Added stock market data and data filtering code to build the market close prices.

  IanLKaplan

  committed
  4c741a8

Commits on Aug 10, 2022

• Added code to the MarketData class.

  IanLKaplan

  committed
  1cb08f4

Commits on Aug 9, 2022

• Started building a stock data class.

  IanLKaplan

  committed
  b77acf1

Commits on Aug 8, 2022

• Added a discussion about data download.

  IanLKaplan

  committed
  e72ee90

• Added data

  Show description for ab63df6
  IanLKaplan

  committed
  ab63df6

• Finished the S and P stock filter code and added the data from barchart.com

  IanLKaplan

  committed
  3b638e7

Commits on Aug 5, 2022

• Utility code

  IanLKaplan

  committed
  28ffa00

Commits on Aug 4, 2022

• Some discussion and utility code.

  IanLKaplan

  committed
  0077eac

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