Bimodal1 ALT-Crypto /Mean Reversion on Spread in a pair- Testing modality # spread 구하기- OLS말고 TLS로 정의하기 : quantdevel.com/pdf/betterHedgeRatios.pdfdef test(symbList): start_date = '2012/01/01' end_date = datetime.now() #download data from Yahoo Finance y=data.DataReader(symbList[0], "yahoo", start=start_date, end=end_date) x=data.DataReader(symbList[1], "yahoo", start=start_date, end=end_date) #rename column to make it easier to work with later y.rename(columns={'Adj C.. 2021. 1. 28. 이전 1 다음
