Code and Results for Chapter 6 (Pairs Selection in the Equity Markets)

• find_possible_pairs.py (searches for possible pairs of equities to trade)
  
• multifactor_stats.py (multifactor based estimate of the spread parameters)
  
• chisquared_minimization_stats.py (chi squared estimate of the spread parameters)
  
• linear_regression_stats.py (linear regression based estimate of the spread parameters)
  
• simple_linear_regression.py (a routine for simple linear regression)
  
• extract_pair_prices.py (simple utility to extract pairs of prices)
  
• estimate_zero_crossing_rate.py (point estimate of the zero-crossing rate of a time series)
  
• estimate_time_between_zero_crossing.py (bootstrap estimate of the time between zero crossings)