1  import Statistics
 2  import Processing
 3  import LinearAlgebra
 4  import StatsBase
 5  import Processing.Misc.TimeTicks
 6  using Strategies: Strategies as st
 7  using .st.Misc: DFT, Option, @lget!
 8  
 9  include("ratio.jl")
10  include("crosscorr.jl")
11  include("functions.jl")
12  include("onlinecrosscorr.jl")
13  include("beta.jl")
14  include("onlinebeta.jl")
15  include("pairs_trading.jl")
16  
17  import .OnlineCrossCorr # Import without bringing exports into scope
18  
19  export beta_indicator, beta_indicator_online
20  export crosscorr_assets, crosscorr_assets_online
21  export find_lead_lag_pairs, detect_correlation_regime, find_cointegrated_prices
22  export pairs_trading_signal_step, pairs_trading_signals
23  public ratio!, ratio, roc_ratio, roc_ratio!
24