Skip to content

Commit 1049cd2

Browse files
committed
Update readme
1 parent 5cd426c commit 1049cd2

1 file changed

Lines changed: 1 addition & 1 deletion

File tree

README.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -136,7 +136,7 @@ Some ideas that you can extend this model for better results:
136136

137137
- Extending to more than 2 securities and trade on optimum prices
138138
- Generate trade signals based on correlation and co-integration
139-
- Using PCA for next-period evaluation. In my book I've described the use of PCA to reconstruct the DOW index. Source codes <a href="https://github.com/jamesmawm/mastering-python-for-finance-second-edition/blob/master/Chapter%2006%20-%20Statistical%20Analysis%20of%20Time%20Series%20Data.ipynb">here</a>,
139+
- Using PCA for next-period evaluation. In my book I've described the use of PCA to reconstruct the DOW index. Source codes <a href="https://github.com/jamesmawm/mastering-python-for-finance-second-edition/blob/master/Chapter%2006%20-%20Statistical%20Analysis%20of%20Time%20Series%20Data.ipynb">here</a>.
140140
- Include vector auto-regressions
141141
- Account for regime shifts (trending or mean-reverting states)
142142
- Account for structural breaks

0 commit comments

Comments
 (0)