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mean-reverting-commodity-currencies

test and trade a mean reverting portfolio of cad aud zar nok

download data from oanda

make -j4 -B

import the json files into a time series

./json2dt.R data/*.json --output time_series.rds

plot the time series

./dt2plot.R time_series.rds

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test and trade a mean reverting portfolio of cad aud zar nok

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