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This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.

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Lookahead bias

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Hey. Thanks for the descriptive notebook. Good job! The problem is, that you have a lookahead bias in the *trade* method, which will make in significantly more likely that your...

tamas-pap avatar tamas-pap

trading size must be an integer

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Thanks for the very nice tutorial notebook. I have learned a lot from it. It is very good for beginners to capture the basic idea. However, when I think in...

chunlexiong avatar chunlexiong

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verified publisher icon KidQuant

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This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.

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