HMM-regime-DQN-trader-Peru/ ├── src/ │ ├── __init__.py │ ├── ingest.py # Data ingestion (yfinance, FRED, Excel, sentiment) │ ├── preprocess.py # Data preprocessing and feature engineering │ ├── ...
Cointegration research on pairs and baskets and statistical arbitrage backtesting framework built in Python. This system identifies cointegrated asset pairs or baskets, constructs mean-reverting ...