Calculate pair stats

Calculate mean, standard deviation and cdf of the ratio for the pair

Identify correlated stocks from F&O stock list

Download data for all the stocks traded in F&O, calculate the correlation matrix on close price and finally filter stocks with high correlation

Implementing pair trading strategy with python

A series of articles explaining how to implement a pair trading strategy with python using jugaad-data

Test the strategy

We take the pair stats calculated in last section and make trading decisions based on these stats.

Fetching Stock Data From Cloud

Download NSE data in AWS, GCP or any other cloud platform using Judaad Data where NSEpy fails

Jugaad Data

Jugaad data is a library to download historical data for Indian stock market.