/pairs-trading-pipeline

pairs trading pipeline with google big query scripts and graphical lasso

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Equity Pair Trading Pipeline

If you want to set up your own pipeline in BigQuery.

  1. Create a new google cloud project
  2. Create a new bigquery dataset
  3. Amend the script create-db.sql to point to your datasets and project
  4. Run the script create-db.sql to create the tables and views required
  5. Run the other scripts to generate the stored procedures to do the transformations
  6. To process a year of data (say 2021) run CALL rw-algotrader.equity_statarb.load_features(2021);