lilalunalupita/pairs-trading-research-guide
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What it is
A research and backtesting framework for pairs trading. It screens candidate stock pairs with Engle-Granger cointegration tests and half-life estimates, builds z-scored spreads, and validates them with out-of-sample walk-forward testing. The documented result is that no pair in…
Who it's for
Quantitative researchers and developers who want a transparent framework for testing pairs trading and statistical arbitrage relationships
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