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pca-algorithm

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A trading algorithm that works by calculating fair prices for assets using price correlation calculated by principal component analysis and purchasing assets that are undervalued and shorting those that are overvalued.

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Name		Name	Last commit message	Last commit date
.github		.github
.vscode		.vscode
docs		docs
romeo_sierra		romeo_sierra
tests		tests
.editorconfig		.editorconfig
.gitignore		.gitignore
.travis.yml		.travis.yml
AUTHORS.rst		AUTHORS.rst
CONTRIBUTING.rst		CONTRIBUTING.rst
HISTORY.rst		HISTORY.rst
MANIFEST.in		MANIFEST.in
Makefile		Makefile
README.md		README.md
README.rst		README.rst
RomeoSierra Earnings.xlsx		RomeoSierra Earnings.xlsx
requirements_dev.txt		requirements_dev.txt
setup.cfg		setup.cfg
setup.py		setup.py
tox.ini		tox.ini
~$RomeoSierra Earnings.xlsx		~$RomeoSierra Earnings.xlsx

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