RL-DynamicConvexRisk/StatArbitrage at main · superbigice/RL-DynamicConvexRisk · GitHub

Name		Name	Last commit message	Last commit date
parent directory ..
README.md		README.md
__init__.py		__init__.py
actor_critic.py		actor_critic.py
envs.py		envs.py
hyperparams.py		hyperparams.py
main_plot.py		main_plot.py
main_trading.py		main_trading.py
models.py		models.py
risk_measure.py		risk_measure.py
utils.py		utils.py

README.md

StatArbitrage

This folder contains the Python files for the following set of experiments: Statistical Arbitrage Example, Section 7.1.