mvcoint

mean variance solver under cointegration

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
johansen		johansen
.ecm_coint.py.swm		.ecm_coint.py.swm
.ecm_coint.py.swn		.ecm_coint.py.swn
.ecm_coint.py.swo		.ecm_coint.py.swo
.ecm_coint.py.swp		.ecm_coint.py.swp
.tester_one_pair.py.swp		.tester_one_pair.py.swp
2800_2828.csv		2800_2828.csv
HK_ETFS.csv		HK_ETFS.csv
HSI_banks.csv		HSI_banks.csv
README.md		README.md
SPY_IVV.csv		SPY_IVV.csv
__init__.py		__init__.py
__init__.pyc		__init__.pyc
banks.csv		banks.csv
ecm_coint.py		ecm_coint.py
ecm_coint.pyc		ecm_coint.pyc
tester.py		tester.py
tester_one_pair.py		tester_one_pair.py

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