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Calculate pair stats

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

Aug 25, 2020

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 …

Aug 25, 2020

Implementing pair trading strategy with python

A series of articles explaining how to implement a pair trading strategy with python using …

Aug 25, 2020

Test the strategy

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

Aug 25, 2020
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