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  • Overview: module code

All modules for which code is available

  • spreadpy.backtest.costs
  • spreadpy.backtest.engine
  • spreadpy.backtest.metrics
  • spreadpy.backtest.portfolio
  • spreadpy.backtest.result
  • spreadpy.data.dataLoader
  • spreadpy.data.priceTimeSeries
  • spreadpy.research.pairFinder
  • spreadpy.signal.rollingADFFilter
  • spreadpy.signal.signal
  • spreadpy.signal.zScoreSignal
  • spreadpy.sizing.positionSizer
  • spreadpy.sizing.sizers.inverseVolSizer
  • spreadpy.sizing.sizers.kellySizers
  • spreadpy.sizing.sizers.linearSizer
  • spreadpy.spread.hedgeRatio.constantOLS
  • spreadpy.spread.hedgeRatio.kalmanFilter
  • spreadpy.spread.hedgeRatio.kalmanFilterWithVelocity
  • spreadpy.spread.hedgeRatio.rollingOLS
  • spreadpy.spread.hedgeRatioEstimator
  • spreadpy.spread.spreadSeries

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