GitHub - KalmanNet/KalmanBOT_ICASSP23: DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS

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DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS

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Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
HedgeRatio		HedgeRatio
KNet_delta.py		KNet_delta.py
KNet_delta_s.py		KNet_delta_s.py
KalmanFilter_test.py		KalmanFilter_test.py
KalmanNet_Create_Dataset.py		KalmanNet_Create_Dataset.py
KalmanNet_Create_Dataset_Online.py		KalmanNet_Create_Dataset_Online.py
KalmanNet_KF.py		KalmanNet_KF.py
KalmanNet_data.py		KalmanNet_data.py
KalmanNet_main_train_offline.py		KalmanNet_main_train_offline.py
KalmanNet_main_train_online.py		KalmanNet_main_train_online.py
KalmanNet_nn.py		KalmanNet_nn.py
KalmanNet_nn_hedge.py		KalmanNet_nn_hedge.py
KalmanNet_sysmdl.py		KalmanNet_sysmdl.py
Linear_KF_flow.py		Linear_KF_flow.py
Linear_KF_hedge.py		Linear_KF_hedge.py
Linear_sysmdl.py		Linear_sysmdl.py
Pipeline_EKF.py		Pipeline_EKF.py
Pipeline_Offline_hedge.py		Pipeline_Offline_hedge.py
Pipeline_Online.py		Pipeline_Online.py
Pipeline_kf_train.py		Pipeline_kf_train.py
Pipeline_trading.py		Pipeline_trading.py
hedge_ratio_KF.py		hedge_ratio_KF.py
hedge_ratio_KF_KNet.py		hedge_ratio_KF_KNet.py
hedge_ratio_KF_learnable_bollinger.py		hedge_ratio_KF_learnable_bollinger.py
hedge_ratio_KNet.py		hedge_ratio_KNet.py
hedge_ratio_KNet_approx_bollinger.py		hedge_ratio_KNet_approx_bollinger.py
hedge_ratio_KNet_learnable_bollinger.py		hedge_ratio_KNet_learnable_bollinger.py
hedge_ratio_rival.py		hedge_ratio_rival.py
hedge_ratio_rival_KF.py		hedge_ratio_rival_KF.py
myUtils.py		myUtils.py
plot_result.py		plot_result.py
position_MLP.py		position_MLP.py
position_learn_bollinger.py		position_learn_bollinger.py
position_new_bollinger.py		position_new_bollinger.py