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