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A log likelihood process for optimal entry / exit / stopping.

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data		data
stock_data		stock_data
README.md		README.md
database.py		database.py
mlpairs.py		mlpairs.py
research.ipynb		research.ipynb
unsupervised_pairs_selection.ipynb		unsupervised_pairs_selection.ipynb
utils.py		utils.py

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Ornstein_Uhlenbeck_Model

Divided into three sections:

Estimate the Ornstein Uhlenbeck parameters with log likelihood
Apply the parameters to solve the optimal Stopping problem,
Plot the parameters for the final results and analysis.

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A log likelihood process for optimal entry / exit / stopping.

trading-algorithms log-likelihood optimal-stopping quantative-trading

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