stat_arb_tools
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A
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B
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C
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I
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N
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R
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S
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T
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Z
A
adf() (in module stat_arb_tools.adf)
aic (stat_arb_tools.adf.AutoLag attribute)
AutoLag (class in stat_arb_tools.adf)
B
bic (stat_arb_tools.adf.AutoLag attribute)
C
c (stat_arb_tools.adf.Regression attribute)
calcBetaHat() (in module stat_arb_tools.beta)
calcDist() (in module stat_arb_tools.spread)
calcEffectiveStandardDeviation() (in module stat_arb_tools.sigma)
calcHedgeRatio() (in module stat_arb_tools.beta)
calcKellyCritereon() (in module stat_arb_tools.kellycritereon)
calcNotes() (in module stat_arb_tools.spread)
calcOptimalStopLoss() (in module stat_arb_tools.stoploss)
calcOptimalVarStopLoss() (in module stat_arb_tools.stoploss)
calcSigmaHat() (in module stat_arb_tools.sigma)
calcSimpKellyCritereon() (in module stat_arb_tools.kellycritereon)
calcSpread() (in module stat_arb_tools.spread)
calcSpreadReturn() (in module stat_arb_tools.spread)
ct (stat_arb_tools.adf.Regression attribute)
ctt (stat_arb_tools.adf.Regression attribute)
I
isStationary() (in module stat_arb_tools.adf)
N
nc (stat_arb_tools.adf.Regression attribute)
none (stat_arb_tools.adf.AutoLag attribute)
R
Regression (class in stat_arb_tools.adf)
S
stat_arb_tools (module)
stat_arb_tools.adf (module)
stat_arb_tools.beta (module)
stat_arb_tools.exceptions (module)
stat_arb_tools.kellycritereon (module)
stat_arb_tools.sigma (module)
stat_arb_tools.spread (module)
stat_arb_tools.stoploss (module)
stat_arb_tools.znorm (module)
T
tstat (stat_arb_tools.adf.AutoLag attribute)
Z
zNorm() (in module stat_arb_tools.znorm)
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