Basis mean reversion analytics with OU process fitting, Z-Score, half-life and trade signals.
基于 Ornstein-Uhlenbeck 过程的基差均值回归分析：Z-Score、半衰期、入场/出场阈值、交易信号。覆盖 SHFE/DCE/CZCE 全品种期现基差。
Basis mean reversion analytics with OU process fitting, Z-Score, half-life and trade signals.