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Cryptoval Trading Technologies
2026-05-12 18:31:01 +00:00
parent 9d3354af1f
commit d7ca44567c
1 changed files with 5 additions and 0 deletions
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data/apps/pairs_trading/stat_pair_selector.cfg
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@@ -15,6 +15,11 @@
, "stat_model_price": "close" , "stat_model_price": "close"
, "training_window_hours": 2 , "training_window_hours": 2
} }
, "instrument_validation": {
"market_data": {
}
}
, "mr_evaluation": { , "mr_evaluation": {
"mr_speed_tau": 60 "mr_speed_tau": 60
, "stationarity_pvalue_max": 0.05 , "stationarity_pvalue_max": 0.05