tech.nmfin.algoquant.demo.model.jurek2007 (AlgoQuant examples and tutorials)

Class Summary
Class Description

OULogSpreadCRRASignalDemo
This demonstrates the P&L when applying the optimal mean reversion trading strategy to an OU asset.

Class Summary
Class	Description
OULogSpreadCRRASignalDemo	This demonstrates the P&L when applying the optimal mean reversion trading strategy to an OU asset.

Package tech.nmfin.algoquant.demo.model.jurek2007