Prem SharmaDec 25, 2021 · 3 years ago4 answers Are there any specific Python packages or tools for detecting cointegration patterns in cryptocurrency data?
I'm looking for Python packages or tools that are specifically designed for detecting cointegration patterns in cryptocurrency data. Can anyone recommend any reliable options? I want to analyze the relationship between different cryptocurrencies and identify any potential cointegration patterns. It would be great if the packages or tools have features like statistical tests, visualization capabilities, and support for different cryptocurrency data sources. Any suggestions?