Posts tagged pymc3.GaussianRandomWalk

Rolling Regression

15 September 2021
Category: intermediate
Tags: generalized linear model pymc3.Exponential pymc3.GaussianRandomWalk pymc3.HalfCauchy pymc3.HalfNormal pymc3.Model pymc3.Normal regression

Pairs trading is a famous technique in algorithmic trading that plays two stocks against each other.

Getting started with PyMC3

30 August 2021
Category: beginner
Tags: exploratory analysis glm mcmc pymc3.Data pymc3.Deterministic pymc3.DiscreteUniform pymc3.Exponential pymc3.GaussianRandomWalk pymc3.HalfNormal pymc3.Model pymc3.Normal pymc3.Poisson pymc3.Slice pymc3.StudentT

Authors: John Salvatier, Thomas V. Wiecki, Christopher Fonnesbeck