diff --git a/docs/source/codependence/codependence_marti.rst b/docs/source/codependence/codependence_marti.rst index 1281ef46..d2f4f508 100644 --- a/docs/source/codependence/codependence_marti.rst +++ b/docs/source/codependence/codependence_marti.rst @@ -255,7 +255,7 @@ The following research notebook can be used to better understand the codependenc * `Codependence by Marti`_ -.. _`Codependence by Marti`: https://hudsonthames.org/notebooks/arblab/codependence_by_marti.html +.. _`Codependence by Marti`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Codependence%20Module/Codependence%20by%20Marti/codependence_by_marti.ipynb .. raw:: html diff --git a/docs/source/codependence/optimal_transport.rst b/docs/source/codependence/optimal_transport.rst index 37e73139..8aa0c756 100644 --- a/docs/source/codependence/optimal_transport.rst +++ b/docs/source/codependence/optimal_transport.rst @@ -255,7 +255,7 @@ The following research notebook can be used to better understand the optimal cop * `Optimal Transport`_ -.. _`Optimal Transport`: https://hudsonthames.org/notebooks/arblab/optimal_transport.html +.. _`Optimal Transport`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Codependence%20Module/Optimal%20Transport/optimal_transport.ipynb .. raw:: html diff --git a/docs/source/cointegration_approach/cointegration_tests.rst b/docs/source/cointegration_approach/cointegration_tests.rst index e4d5c372..fa2750fa 100644 --- a/docs/source/cointegration_approach/cointegration_tests.rst +++ b/docs/source/cointegration_approach/cointegration_tests.rst @@ -257,7 +257,7 @@ Research Notebooks * `Mean Reversion`_ -.. _`Mean Reversion`: https://hudsonthames.org/notebooks/arblab/mean_reversion.html +.. _`Mean Reversion`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/mean_reversion.ipynb .. raw:: html diff --git a/docs/source/cointegration_approach/minimum_profit.rst b/docs/source/cointegration_approach/minimum_profit.rst index 9bc443d3..dec85478 100644 --- a/docs/source/cointegration_approach/minimum_profit.rst +++ b/docs/source/cointegration_approach/minimum_profit.rst @@ -311,7 +311,7 @@ Research Notebooks * `Minimum Profit Optimization`_ -.. _`Minimum Profit Optimization`: https://hudsonthames.org/notebooks/arblab/minimum_profit_optimization.html +.. _`Minimum Profit Optimization`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/minimum_profit_optimization.ipynb .. raw:: html diff --git a/docs/source/cointegration_approach/minimum_profit_simulation.rst b/docs/source/cointegration_approach/minimum_profit_simulation.rst index a795982d..23e80985 100644 --- a/docs/source/cointegration_approach/minimum_profit_simulation.rst +++ b/docs/source/cointegration_approach/minimum_profit_simulation.rst @@ -132,7 +132,7 @@ Research Notebooks * `Minimum Profit Optimization`_ -.. _`Minimum Profit Optimization`: https://hudsonthames.org/notebooks/arblab/minimum_profit_optimization.html +.. _`Minimum Profit Optimization`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/minimum_profit_optimization.ipynb .. raw:: html diff --git a/docs/source/cointegration_approach/multivariate_cointegration.rst b/docs/source/cointegration_approach/multivariate_cointegration.rst index f23abf85..5c0847f4 100644 --- a/docs/source/cointegration_approach/multivariate_cointegration.rst +++ b/docs/source/cointegration_approach/multivariate_cointegration.rst @@ -189,7 +189,7 @@ The following research notebook can be used to better understand the Multivariat * `Multivariate Cointegration Strategy`_ -.. _`Multivariate Cointegration Strategy`: https://hudsonthames.org/notebooks/arblab/multivariate_cointegration.html +.. _`Multivariate Cointegration Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/multivariate_cointegration.ipynb .. raw:: html diff --git a/docs/source/cointegration_approach/sparse_mr_portfolio.rst b/docs/source/cointegration_approach/sparse_mr_portfolio.rst index 270622c2..76345e1e 100644 --- a/docs/source/cointegration_approach/sparse_mr_portfolio.rst +++ b/docs/source/cointegration_approach/sparse_mr_portfolio.rst @@ -716,7 +716,7 @@ portfolio selection module. * `Sparse Mean-reverting Portfolio Selection`_ -.. _`Sparse Mean-reverting Portfolio Selection`: https://hudsonthames.org/notebooks/arblab/sparse_mean-reverting_portfolio_selection.html +.. _`Sparse Mean-reverting Portfolio Selection`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/sparse_mean-reverting_portfolio_selection.ipynb .. raw:: html diff --git a/docs/source/copula_approach/copula_brief_intro.rst b/docs/source/copula_approach/copula_brief_intro.rst index 4e0fb7b4..3eccfb1a 100644 --- a/docs/source/copula_approach/copula_brief_intro.rst +++ b/docs/source/copula_approach/copula_brief_intro.rst @@ -348,7 +348,7 @@ The following research notebook can be used to better understand the basic copul * `Basic Copula Strategy`_ -.. _`Basic Copula Strategy`: https://hudsonthames.org/notebooks/arblab/Copula_Strategy_Basic.html +.. _`Basic Copula Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Copula%20Approach/Copula_Strategy_Basic.ipynb .. raw:: html diff --git a/docs/source/copula_approach/cvine_copula_strategy.rst b/docs/source/copula_approach/cvine_copula_strategy.rst index b245f18a..9529e95a 100644 --- a/docs/source/copula_approach/cvine_copula_strategy.rst +++ b/docs/source/copula_approach/cvine_copula_strategy.rst @@ -368,7 +368,7 @@ The following research notebook can be used to better understand the C-Vine copu * `C-Vine Copula Strategy`_ -.. _`C-Vine Copula Strategy`: https://hudsonthames.org/notebooks/arblab/CVine_Copula_Strategy.html +.. _`C-Vine Copula Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Copula%20Approach/CVine_Copula_Strategy.ipynb .. raw:: html diff --git a/docs/source/copula_approach/partner_selection.rst b/docs/source/copula_approach/partner_selection.rst index db5b19c2..b8e7e900 100644 --- a/docs/source/copula_approach/partner_selection.rst +++ b/docs/source/copula_approach/partner_selection.rst @@ -366,7 +366,7 @@ The following research notebook can be used to better understand the partner sel * `Vine Copula Partner Selection Approaches`_ -.. _`Vine Copula Partner Selection Approaches`: https://hudsonthames.org/notebooks/arblab/Vine_copula_partner_selection.html +.. _`Vine Copula Partner Selection Approaches`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Copula%20Approach/vine_copula_partner_selection.ipynb .. raw:: html diff --git a/docs/source/copula_approach/vine_copula_intro.rst b/docs/source/copula_approach/vine_copula_intro.rst index b2163f9b..761975b0 100644 --- a/docs/source/copula_approach/vine_copula_intro.rst +++ b/docs/source/copula_approach/vine_copula_intro.rst @@ -425,7 +425,7 @@ The following research notebook can be used to better understand the vine copula * `C-Vine Copula Strategy`_ -.. _`C-Vine Copula Strategy`: https://hudsonthames.org/notebooks/arblab/CVine_Copula_Strategy.html +.. _`C-Vine Copula Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Copula%20Approach/CVine_Copula_Strategy.ipynb .. raw:: html diff --git a/docs/source/data/futures_rollover.rst b/docs/source/data/futures_rollover.rst index 9aca977f..a0ae1fa8 100644 --- a/docs/source/data/futures_rollover.rst +++ b/docs/source/data/futures_rollover.rst @@ -178,7 +178,7 @@ The following research notebook can be used to better understand the implementat * `Futures Rollover`_ - showcases the use of various rollers on specific contracts. -.. _`Futures Rollover`: https://hudsonthames.org/notebooks/arblab/futures_rollover.html +.. _`Futures Rollover`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/ML%20Approach/futures_rollover.ipynb .. raw:: html diff --git a/docs/source/distance_approach/distance_approach.rst b/docs/source/distance_approach/distance_approach.rst index c0e425f2..d75c0659 100644 --- a/docs/source/distance_approach/distance_approach.rst +++ b/docs/source/distance_approach/distance_approach.rst @@ -313,7 +313,7 @@ The following research notebook can be used to better understand the distance ap * `Basic Distance Approach`_ -.. _`Basic Distance Approach`: https://hudsonthames.org/notebooks/arblab/basic_distance_approach.html +.. _`Basic Distance Approach`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Distance%20Approach/basic_distance_approach.ipynb .. raw:: html @@ -321,7 +321,7 @@ The following research notebook can be used to better understand the distance ap * `Basic Distance Approach Comparison`_ -.. _`Basic Distance Approach Comparison`: https://hudsonthames.org/notebooks/arblab/basic_distance_approach_comparison.html +.. _`Basic Distance Approach Comparison`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Distance%20Approach/basic_distance_approach_comparsion.ipynb .. raw:: html diff --git a/docs/source/distance_approach/pearson_approach.rst b/docs/source/distance_approach/pearson_approach.rst index 8b372df8..318ea025 100644 --- a/docs/source/distance_approach/pearson_approach.rst +++ b/docs/source/distance_approach/pearson_approach.rst @@ -229,7 +229,7 @@ The following research notebook can be used to better understand the Pearson app * `Pearson Distance Approach`_ -.. _`Pearson Distance Approach`: https://hudsonthames.org/notebooks/arblab/pearson_distance_approach.html +.. _`Pearson Distance Approach`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Distance%20Approach/pearson_distance_approach.ipynb .. raw:: html diff --git a/docs/source/hedge_ratios/hedge_ratios.rst b/docs/source/hedge_ratios/hedge_ratios.rst index f7febb5f..57ae3003 100644 --- a/docs/source/hedge_ratios/hedge_ratios.rst +++ b/docs/source/hedge_ratios/hedge_ratios.rst @@ -257,7 +257,7 @@ The following research notebook can be used to better understand the hedge ratio * `Hedge Ratios`_ -.. _`Hedge Ratios`: https://hudsonthames.org/notebooks/arblab/hedge_ratios.html +.. _`Hedge Ratios`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Hedge%20Ratios/hedge_ratios.ipynb .. raw:: html diff --git a/docs/source/ml_approach/ml_based_pairs_selection.rst b/docs/source/ml_approach/ml_based_pairs_selection.rst index 92edab11..acfb2fdb 100644 --- a/docs/source/ml_approach/ml_based_pairs_selection.rst +++ b/docs/source/ml_approach/ml_based_pairs_selection.rst @@ -254,7 +254,7 @@ The following research notebook can be used to better understand the Pairs Selec * `ML based Pairs Selection`_ -.. _`ML based Pairs Selection`: https://hudsonthames.org/notebooks/arblab/ml_based_pairs_selection.html +.. _`ML based Pairs Selection`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/ML%20Approach/ml_based_pairs_selection.ipynb .. raw:: html diff --git a/docs/source/ml_approach/spread_modeling.rst b/docs/source/ml_approach/spread_modeling.rst index 897f24c4..6b062a47 100644 --- a/docs/source/ml_approach/spread_modeling.rst +++ b/docs/source/ml_approach/spread_modeling.rst @@ -125,7 +125,7 @@ The following research notebooks can be used to better understand the components * `Crack Spread Modeling`_ - showcases the use of the filters and networks on the crack spread. -.. _`Crack Spread Modeling`: https://hudsonthames.org/notebooks/arblab/crack_spread_modeling.html +.. _`Crack Spread Modeling`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/ML%20Approach/crack_spread_modeling.ipynb .. raw:: html @@ -133,7 +133,7 @@ The following research notebooks can be used to better understand the components * `Fair Value Modeling`_ - showcases the use of the TAR model on the crack spread. -.. _`Fair Value Modeling`: https://hudsonthames.org/notebooks/arblab/fair_value_modeling.html +.. _`Fair Value Modeling`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/ML%20Approach/fair_value_modeling.ipynb .. raw:: html diff --git a/docs/source/ml_approach/threshold_ar.rst b/docs/source/ml_approach/threshold_ar.rst index 2a5fd888..4eee94b1 100644 --- a/docs/source/ml_approach/threshold_ar.rst +++ b/docs/source/ml_approach/threshold_ar.rst @@ -131,7 +131,7 @@ The following research notebooks can be used to better understand the components * `Fair Value Modeling`_ - showcases the use of the TAR model on the crack spread. -.. _`Fair Value Modeling`: https://hudsonthames.org/notebooks/arblab/fair_value_modeling.html +.. _`Fair Value Modeling`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/ML%20Approach/fair_value_modeling.ipynb .. raw:: html diff --git a/docs/source/optimal_mean_reversion/cir_model.rst b/docs/source/optimal_mean_reversion/cir_model.rst index ee70e4a1..08a60b3f 100644 --- a/docs/source/optimal_mean_reversion/cir_model.rst +++ b/docs/source/optimal_mean_reversion/cir_model.rst @@ -374,7 +374,7 @@ The following research notebook can be used to better understand the concepts of * `Trading Under the Cox-Ingersoll-Ross Model`_ -.. _`Trading Under the Cox-Ingersoll-Ross Model`: https://hudsonthames.org/notebooks/arblab/cir_model.html +.. _`Trading Under the Cox-Ingersoll-Ross Model`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Optimal%20Mean%20Reversion/cir_model.ipynb .. raw:: html diff --git a/docs/source/optimal_mean_reversion/heat_potentials.rst b/docs/source/optimal_mean_reversion/heat_potentials.rst index bd49dd77..e0660938 100644 --- a/docs/source/optimal_mean_reversion/heat_potentials.rst +++ b/docs/source/optimal_mean_reversion/heat_potentials.rst @@ -230,7 +230,7 @@ The following research notebook can be used to better understand the concepts of * `Heat Potentials`_ -.. _`Heat Potentials`: https://hudsonthames.org/notebooks/arblab/heat_potentials.html +.. _`Heat Potentials`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Optimal%20Mean%20Reversion/heat_potentials.ipynb .. raw:: html diff --git a/docs/source/optimal_mean_reversion/ou_model.rst b/docs/source/optimal_mean_reversion/ou_model.rst index 85314848..5d0850b0 100644 --- a/docs/source/optimal_mean_reversion/ou_model.rst +++ b/docs/source/optimal_mean_reversion/ou_model.rst @@ -641,7 +641,7 @@ The following research notebook can be used to better understand the concepts of * `Trading Under the Ornstein-Uhlenbeck Model`_ -.. _`Trading Under the Ornstein-Uhlenbeck Model`: https://hudsonthames.org/notebooks/arblab/ou_model.html +.. _`Trading Under the Ornstein-Uhlenbeck Model`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Optimal%20Mean%20Reversion/ou_model.ipynb .. raw:: html diff --git a/docs/source/optimal_mean_reversion/xou_model.rst b/docs/source/optimal_mean_reversion/xou_model.rst index 2ead1b77..67e8974f 100644 --- a/docs/source/optimal_mean_reversion/xou_model.rst +++ b/docs/source/optimal_mean_reversion/xou_model.rst @@ -360,7 +360,7 @@ The following research notebook can be used to better understand the concepts of * `Trading Under the Exponential Ornstein-Uhlenbeck Model`_ -.. _`Trading Under the Exponential Ornstein-Uhlenbeck Model`: https://hudsonthames.org/notebooks/arblab/xou_model.html +.. _`Trading Under the Exponential Ornstein-Uhlenbeck Model`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Optimal%20Mean%20Reversion/xou_model.ipynb .. raw:: html diff --git a/docs/source/other_approaches/kalman_filter.rst b/docs/source/other_approaches/kalman_filter.rst index bf4c5da1..675702ca 100644 --- a/docs/source/other_approaches/kalman_filter.rst +++ b/docs/source/other_approaches/kalman_filter.rst @@ -216,7 +216,7 @@ The following research notebook can be used to better understand the Kalman Filt * `Kalman Filter`_ -.. _`Kalman Filter`: https://hudsonthames.org/notebooks/arblab/kalman_filter.html +.. _`Kalman Filter`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Other%20Approaches/kalman_filter.ipynb .. raw:: html diff --git a/docs/source/other_approaches/pca_approach.rst b/docs/source/other_approaches/pca_approach.rst index de133e83..979c13b7 100644 --- a/docs/source/other_approaches/pca_approach.rst +++ b/docs/source/other_approaches/pca_approach.rst @@ -345,7 +345,7 @@ The following research notebook can be used to better understand the PCA approac * `PCA Approach`_ -.. _`PCA Approach`: https://hudsonthames.org/notebooks/arblab/pca_approach.html +.. _`PCA Approach`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Other%20Approaches/pca_approach.ipynb .. raw:: html diff --git a/docs/source/spread_selection/cointegration_spread_selection.rst b/docs/source/spread_selection/cointegration_spread_selection.rst index 5f2bf8a9..33c51144 100644 --- a/docs/source/spread_selection/cointegration_spread_selection.rst +++ b/docs/source/spread_selection/cointegration_spread_selection.rst @@ -130,7 +130,7 @@ The following research notebook can be used to better understand the Cointegrati * `ML based Pairs Selection`_ -.. _`ML based Pairs Selection`: https://hudsonthames.org/notebooks/arblab/ml_based_pairs_selection.html +.. _`ML based Pairs Selection`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/ML%20Approach/ml_based_pairs_selection.ipynb .. raw:: html diff --git a/docs/source/stochastic_control_approach/ou_model_jurek.rst b/docs/source/stochastic_control_approach/ou_model_jurek.rst index 11693016..d327f6d0 100644 --- a/docs/source/stochastic_control_approach/ou_model_jurek.rst +++ b/docs/source/stochastic_control_approach/ou_model_jurek.rst @@ -517,7 +517,7 @@ The following research notebook can be used to better understand the approach de * `Dynamic Portfolio Selection in Arbitrage`_ -.. _`Dynamic Portfolio Selection in Arbitrage`: https://hudsonthames.org/notebooks/arblab/OU_Model_Jurek.html +.. _`Dynamic Portfolio Selection in Arbitrage`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Stochastic%20Control%20Approach/OU_Model_Jurek.ipynb .. raw:: html diff --git a/docs/source/stochastic_control_approach/ou_model_mudchanatongsuk.rst b/docs/source/stochastic_control_approach/ou_model_mudchanatongsuk.rst index e30f719c..51813103 100644 --- a/docs/source/stochastic_control_approach/ou_model_mudchanatongsuk.rst +++ b/docs/source/stochastic_control_approach/ou_model_mudchanatongsuk.rst @@ -226,7 +226,7 @@ The following research notebook can be used to better understand the approach de * `Optimal Pairs Trading A Stochastic Control Approach`_ -.. _`Optimal Pairs Trading A Stochastic Control Approach`: https://hudsonthames.org/notebooks/arblab/OU_Model_Mudchanatongsuk.html +.. _`Optimal Pairs Trading A Stochastic Control Approach`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Stochastic%20Control%20Approach/OU_Model_Mudchanatongsuk.ipynb .. raw:: html diff --git a/docs/source/time_series_approach/h_strategy.rst b/docs/source/time_series_approach/h_strategy.rst index 4e02928c..cc34179a 100644 --- a/docs/source/time_series_approach/h_strategy.rst +++ b/docs/source/time_series_approach/h_strategy.rst @@ -375,7 +375,7 @@ The following research notebook can be used to better understand the method desc * `H-Strategy`_ -.. _`H-Strategy`: https://hudsonthames.org/notebooks/arblab/H_strategy.html +.. _`H-Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Time%20Series%20Approach/H_strategy.ipynb .. raw:: html diff --git a/docs/source/time_series_approach/ou_optimal_threshold_bertram.rst b/docs/source/time_series_approach/ou_optimal_threshold_bertram.rst index a92b68a7..920449a7 100644 --- a/docs/source/time_series_approach/ou_optimal_threshold_bertram.rst +++ b/docs/source/time_series_approach/ou_optimal_threshold_bertram.rst @@ -265,7 +265,7 @@ The following research notebook can be used to better understand the method desc * `OU Model Optimal Trading Thresholds Bertram`_ -.. _`OU Model Optimal Trading Thresholds Bertram`: https://hudsonthames.org/notebooks/arblab/ou_model_optimal_threshold_Bertram.html +.. _`OU Model Optimal Trading Thresholds Bertram`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Time%20Series%20Approach/ou_model_optimal_threshold_Bertram.ipynb .. raw:: html diff --git a/docs/source/time_series_approach/ou_optimal_threshold_zeng.rst b/docs/source/time_series_approach/ou_optimal_threshold_zeng.rst index dce09e9b..a2ecf00d 100644 --- a/docs/source/time_series_approach/ou_optimal_threshold_zeng.rst +++ b/docs/source/time_series_approach/ou_optimal_threshold_zeng.rst @@ -340,7 +340,7 @@ The following research notebook can be used to better understand the method desc * `OU Model Optimal Trading Thresholds Zeng`_ -.. _`OU Model Optimal Trading Thresholds Zeng`: https://hudsonthames.org/notebooks/arblab/ou_model_optimal_threshold_Zeng.html +.. _`OU Model Optimal Trading Thresholds Zeng`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Time%20Series%20Approach/ou_model_optimal_threshold_Zeng.ipynb .. raw:: html diff --git a/docs/source/time_series_approach/quantile_time_series_strategy.rst b/docs/source/time_series_approach/quantile_time_series_strategy.rst index 117854a4..70727b00 100644 --- a/docs/source/time_series_approach/quantile_time_series_strategy.rst +++ b/docs/source/time_series_approach/quantile_time_series_strategy.rst @@ -238,7 +238,7 @@ The following research notebook can be used to better understand the time series * `Quantile Time Series Strategy`_ -.. _`Quantile Time Series Strategy`: https://hudsonthames.org/notebooks/arblab/quantile_time_series.html +.. _`Quantile Time Series Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Time%20Series%20Approach/quantile_time_series.ipynb .. raw:: html diff --git a/docs/source/time_series_approach/regime_switching_arbitrage_rule.rst b/docs/source/time_series_approach/regime_switching_arbitrage_rule.rst index 9e9495bd..6910182b 100644 --- a/docs/source/time_series_approach/regime_switching_arbitrage_rule.rst +++ b/docs/source/time_series_approach/regime_switching_arbitrage_rule.rst @@ -333,7 +333,7 @@ The following research notebook can be used to better understand the strategy de * `Statistical Arbitrage Strategy Based on the Markov Regime-Switching Model`_ -.. _`Statistical Arbitrage Strategy Based on the Markov Regime-Switching Model`: https://hudsonthames.org/notebooks/arblab/regime_switching_arbitrage_rule.html +.. _`Statistical Arbitrage Strategy Based on the Markov Regime-Switching Model`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Time%20Series%20Approach/regime_switching_arbitrage_rule.ipynb .. raw:: html diff --git a/docs/source/trading/basic_copula.rst b/docs/source/trading/basic_copula.rst index f282f179..1528c68c 100644 --- a/docs/source/trading/basic_copula.rst +++ b/docs/source/trading/basic_copula.rst @@ -188,7 +188,7 @@ The following research notebook can be used to better understand the copula stra * `Basic Copula Strategy`_ -.. _`Basic Copula Strategy`: https://hudsonthames.org/notebooks/arblab/Copula_Strategy_Basic.html +.. _`Basic Copula Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Copula%20Approach/Copula_Strategy_Basic.ipynb .. raw:: html diff --git a/docs/source/trading/minimum_profit.rst b/docs/source/trading/minimum_profit.rst index e80bd52d..a2bb9264 100644 --- a/docs/source/trading/minimum_profit.rst +++ b/docs/source/trading/minimum_profit.rst @@ -115,7 +115,7 @@ The following research notebook can be used to better understand the Strategy de * `Minimum Profit Optimization`_ -.. _`Minimum Profit Optimization`: https://hudsonthames.org/notebooks/arblab/minimum_profit_optimization.html +.. _`Minimum Profit Optimization`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/minimum_profit_optimization.ipynb .. raw:: html diff --git a/docs/source/trading/mispricing_index_strategy.rst b/docs/source/trading/mispricing_index_strategy.rst index 968fbcf5..3d0d7a92 100644 --- a/docs/source/trading/mispricing_index_strategy.rst +++ b/docs/source/trading/mispricing_index_strategy.rst @@ -337,7 +337,7 @@ The following research notebook can be used to better understand the copula stra * `Mispricing Index Copula Strategy`_ -.. _`Mispricing Index Copula Strategy`: https://hudsonthames.org/notebooks/arblab/Copula_Strategy_Mispricing_Index.html +.. _`Mispricing Index Copula Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Copula%20Approach/Copula_Strategy_Mispricing_Index.ipynb .. raw:: html diff --git a/docs/source/trading/multi_coint.rst b/docs/source/trading/multi_coint.rst index 561081b8..8097d105 100644 --- a/docs/source/trading/multi_coint.rst +++ b/docs/source/trading/multi_coint.rst @@ -118,7 +118,7 @@ The following research notebook can be used to better understand the Strategy de * `Multivariate Cointegration Strategy`_ -.. _`Multivariate Cointegration Strategy`: https://hudsonthames.org/notebooks/arblab/multivariate_cointegration.html +.. _`Multivariate Cointegration Strategy`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/multivariate_cointegration.ipynb .. raw:: html diff --git a/docs/source/trading/z_score.rst b/docs/source/trading/z_score.rst index 98e96f75..0c8a41de 100644 --- a/docs/source/trading/z_score.rst +++ b/docs/source/trading/z_score.rst @@ -124,7 +124,7 @@ The following research notebook can be used to better understand trading strateg * `Mean Reversion`_ -.. _`Mean Reversion`: https://hudsonthames.org/notebooks/arblab/mean_reversion.html +.. _`Mean Reversion`: https://github.com/hudson-and-thames/arbitrage_research/blob/master/Cointegration%20Approach/mean_reversion.ipynb .. raw:: html