Cryptoval Trading Technologies
18 lines
440 B
INI
18 lines
440 B
INI
{
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"name": "VECM",
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"model_class": "pairs_trading.lib.pt_strategy.models.VECMModel",
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"stat_model_price": "close", # "vwap"
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"disequilibrium": {
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# "open_trshld": 1.75,
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# "close_trshld": 1.0
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# Testing
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"open_trshld": 0.75,
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"close_trshld": 0.5
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}
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"training_size": 120,
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"model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy",
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} |