Commit Graph

3 Commits

Author SHA1 Message Date
AlexCatarino e815fe8cba Refactors PairsTradingAlphaModel
Instead of using a single, pre-defined, pair set in the class constructor, the pair is defined when securities are changed, therefore depending on the universe selection model.
2018-07-11 23:40:29 +01:00
Stefano Raggi 18b8b7c971 Fixed Python imports causing failures when running all regressions at once 2018-07-03 21:03:35 +02:00
AlexCatarino 991b15a6d1 Adds python version of PairsTradingAlphaModelFrameworkAlgorithm 2018-04-25 13:45:44 +01:00