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Basic Study of Pair Trading Using Linear Regression #2

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chraberturas opened this issue Feb 12, 2024 · 0 comments · May be fixed by #6
Open
1 of 2 tasks

Basic Study of Pair Trading Using Linear Regression #2

chraberturas opened this issue Feb 12, 2024 · 0 comments · May be fixed by #6
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@Kokechacho @chraberturas
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enhancement New feature or request
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Enhancements to P...

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@chraberturas
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chraberturas commented Feb 12, 2024 •
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Description

Conduct a basic study of pair trading strategy by employing linear regression to identify and evaluate potential trading pairs based on historical price data.

Objectives

  • Apply linear regression to assess the relationship between the pairs.
  • Backtest the strategy to determine its historical performance.
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@Kokechacho Kokechacho

@chraberturas chraberturas

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enhancement New feature or request
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Enhancements to Pair Trading Strategy
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Basic Pair Trading Study Using Linear Regression hablapps/pairstrading
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@Kokechacho @chraberturas