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ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

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Hi, I was reviewing a code for PCA Approach (pca_approach.py) and I was wondering about the _generate_signals function (line 197). It says: ":param size: (float) Number of units invested in...

**Is your feature request related to a problem? Please describe.** I was trying out the MinimumProfit class. The optimization is really slow due to the usages of `np.linalg.solve`. By changing...

* ArbitrageLab: development branch * Python version: `3.8` * Operating System: `MacOS` ### Description When I try to execute tests on a macOS M3 architecture there is a problem related...

enhancement

## Purpose _Describe the problem or feature in addition to a link to the issues._ ## Approach _How does this change address the problem?_ ## Tests for New Behavior _What...

## Purpose _Describe the problem or feature in addition to a link to the issues._ ## Approach _How does this change address the problem?_ ## Tests for New Behavior _What...

## Purpose _Describe the problem or feature in addition to a link to the issues._ ## Approach _How does this change address the problem?_ ## Tests for New Behavior _What...

documentation
enhancement

## Purpose This pull request fixes problems related to documentation issues and refactors bumpversion.cfg ## Approach The new version of sphinx-rtd-theme has been updated to avoid any issues with the...

## Purpose Optimize project.toml and upgrade action setup ## Approach None ## Tests for New Behavior None ## Checklist None ## Learning None

This pull request includes a series of updates and improvements, focusing on documentation, environment setup, and code style consistency.