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kasperjo committed Dec 9, 2023
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# cvxstatarb

This code repo accompanies the paper
[Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
](https://web.stanford.edu/~boyd/papers/cvx_ccv_stat_arb.html).

## Poetry

We assume you share already the love for [Poetry](https://python-poetry.org).
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