Kalman filter and pair trading
Published at May 1, 2020 · 4 min read
Implemantion of kalman filter for statistical arbitrage purpose
Kalman filter and pair trading
Published at May 1, 2020 · 4 min read
Implemantion of kalman filter for statistical arbitrage purpose
Color transformation from Bayer to RGB
Published at February 17, 2020 · 4 min read
Bayer to RGB conversion