Posts tagged pymc3.HalfCauchy

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.