This code repository accompanies the paper Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization .
We assume you share already the love for Poetry. Once you have installed poetry you can perform
make install
to replicate the virtual environment we have defined in pyproject.toml and locked in poetry.lock.
We install JupyterLab on fly within the aforementioned virtual environment. Executing
make jupyter
will install and start the jupyter lab.