## Pairs Trading / Long Short Equity in Python Market Neutral Strategy to identify correlated / cointegrated pairs. Long position on undervalued, short position on overvalued. Results: 23 OCT 19 Buy the signal(-1.3932782671776829) ---> Buy GOOGL Sell NKE Buy the signal(-0.31384218669585223) ---> Buy GOOGL Sell AMZN Sell the signal(1.2043485000702945) ---> Sell NKE Buy AMZN Sell the signal(0.6119628429995375) ---> Sell COKE Buy PEP Buy the signal(-0.6977745731131804) ---> Buy PEP Sell COKE Buy the signal(-1.2208466945241816) ---> Buy AMZN Sell NKE Production & Scability: 1) Build Docker Image 2) Deploy on cloud server 3) Scale using Kubernates (OpenShift / AWS EKS / GCloud) To run gunicorn: gunicorn app:app --config=config.py To run script: Install setup.py python .\src\pairstrading.py 127.0.0.1:8080/ To run tests: python .\src\tests.py Todo: Backtest / Feature Engineering