This project implements a pair trading strategy using historical price data. The strategy identifies pairs of assets that are cointegrated and mean-reverting, allowing for profitable trading opportunities based on spread movements. The project includes backtesting and analysis of the strategy's performance.
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In this project, I implemented a pair trading strategy using historical price data, identifying pairs of assets that exhibit mean-reverting behavior, and backtested the strategy to evaluate its profitability.
yogeshsingh-11/Statistical-Arbitrage-using-Pair-Trading
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In this project, I implemented a pair trading strategy using historical price data, identifying pairs of assets that exhibit mean-reverting behavior, and backtested the strategy to evaluate its profitability.
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