In the course Mean Reversion Strategies it is mentioned that the johansen.py file is to be found in the downloadable resources. However when I go to the end of the course and download using the link provided this file and other resources are missing.
Hi Bhushan,
The johansen.py file is available in the downloadable section, https://quantra.quantinsti.com/startCourseDetails?cid=55§ion_no=10&unit_no=2. On downloading, you can find the johansen.py file in the folder 'Section-3 Triplets'.
Also, you can also find this .py file in downloadable available in Section 3, Unit 18,
https://quantra.quantinsti.com/startCourseDetails?cid=55§ion_no=3&unit_no=18.
Hope this helps.