Python code for my pair trading program. Takes in scraped Bloomberg data from Excel and goes through statistics normalization & cointegration tests to find suitable pairs. Connected to a Streamlit dashboard script that shows price plots and results (buy/sell signals for a pair of securities).
jlotzkar/pairtrading
Python code for my pair trading program. Takes in scraped Bloomberg data from Excel and goes through statistics normalization & cointegration tests to find suitable pairs. Connected to a Streamlit dashboard to show plots and results (buy/sell signals).
Python