Intermediate coder and newbee trader here.
I have implemented Pair trading strategy as per this varsity article using python.
Request all experts here to provide valuable feedback on the the implementation-
https://marketsetup.in/posts/pair-trading-1/
It is divided in three sections-
1. Identifying potentially correlated stocks
2. Calculating pair stats like pair ratio, mean & standard deviation
3. Backtesting the strategy
I've added links to jupyter notebooks at the end of each section.
Look forward to your comment
I have implemented Pair trading strategy as per this varsity article using python.
Request all experts here to provide valuable feedback on the the implementation-
https://marketsetup.in/posts/pair-trading-1/
It is divided in three sections-
1. Identifying potentially correlated stocks
2. Calculating pair stats like pair ratio, mean & standard deviation
3. Backtesting the strategy
I've added links to jupyter notebooks at the end of each section.
Look forward to your comment