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//! # Factor Models & Statistical Arbitrage
//!
//! Principal-component factor extraction, well-conditioned covariance
//! estimation via Ledoit-Wolf shrinkage, two-pass Fama-MacBeth cross-sectional
//! regression, and a self-contained cointegrated pairs-trading framework.
//!
//! $$
//! \hat\Sigma_{LW} = \alpha\,\bar s\,I + (1-\alpha)\,S,\qquad
//! \alpha = \min\!\bigl(1,\,b^2 / d^2\bigr).
//! $$
//!
//! Requires the `openblas` feature for SVD / eigendecomposition.
//!
//! # References
//! - Ledoit, Wolf, "A Well-Conditioned Estimator for Large-Dimensional
//! Covariance Matrices", Journal of Multivariate Analysis, 88(2), 365-411
//! (2004). DOI: 10.1016/S0047-259X(03)00096-4
//! - Ledoit, Wolf, "Honey, I Shrunk the Sample Covariance Matrix", Journal of
//! Portfolio Management, 30(4), 110-119 (2004).
//! DOI: 10.3905/jpm.2004.110
//! - Fama, MacBeth, "Risk, Return, and Equilibrium: Empirical Tests", Journal
//! of Political Economy, 81(3), 607-636 (1973). DOI: 10.1086/260061
//! - Engle, Granger, "Co-Integration and Error Correction: Representation,
//! Estimation, and Testing", Econometrica, 55(2), 251-276 (1987).
//! DOI: 10.2307/1913236
//! - Gatev, Goetzmann, Rouwenhorst, "Pairs Trading: Performance of a
//! Relative-Value Arbitrage Rule", Review of Financial Studies, 19(3),
//! 797-827 (2006). DOI: 10.1093/rfs/hhj020
pub use FamaMacBethResult;
pub use fama_macbeth;
pub use PairsSignal;
pub use PairsStrategy;
pub use pairs_signals;
pub use PcaResult;
pub use pca_decompose;
pub use ledoit_wolf_shrinkage;
pub use sample_covariance;