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.