Metadata-Version: 2.1
Name: mean-reversion-utilities
Version: 1.0.1
Summary: Time Series mean reversion utilities
Home-page: https://github.com/gjlr2000/MeanReversionUtilities.git
Author: Gerardo Lemus
Author-email: gerardo@alum.mit.edu
License: MIT
Description: # MeanReversionUtilities
        Python Mean Reversion Utilities
        
        Includes:
        
        Maximum Likelihood OU calibration
        - analytic (assumes identical timespace)
        - numerical (allows for non uniform time sample, but might have problems with intraday)
        
        Finds all mean reverting signals from multiple time series
        
        Plotting multiple time series
        
        
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 2
Classifier: Programming Language :: Python :: 2.7
Description-Content-Type: text/markdown
