Apply kdb tick architecture #8
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2 tasks
Some feedback? (^///^)
Indexing correctly
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Overview
This PR adds the tick architecture of kdb to our Pair Trading strategy. The Pair Trading strategy utilizes linear regression and a Kalman filter to identify pairs of securities with a statistically significant relationship. By integrating the tick architecture of kdb, we aim to enhance the efficiency and scalability of our strategy, allowing for faster data processing and analysis.
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