List of all items
Structs
Functions
- adf::calculate_adf_test_statistic
- get_test_data
- kalman::dynamic_hedge_kalman_filter
- kalman::simple_kalman_filter
- mackinnon::critical_values_mackinnon_cointegration
- mackinnon::p_value_mackinnon_cointegration
- metrics::engle_granger_cointegration_test
- metrics::half_life
- metrics::pearson_correlation_coefficient
- metrics::rolling_cointegration
- metrics::rolling_correlation
- metrics::rolling_zscore
- metrics::spread_dynamic
- metrics::spread_standard
- simple::calculate_coefficients_t_and_p_values
- simple::calculate_f_statistic
- simple::calculate_r_squared
- simple::calculate_residuals
- simple::calculate_see
- simple::simple_linear_regression
- utils::log_returns
- utils::simple_returns