This repository contains my small research in Pair Trading.
I was trying to find opportunities via arbitrage two coins. Backtest shows that there are certain opportunities but in fact backtest != real trading. So, I will certainly make an experiment with the real-life trading to be sure.
Data may be used from YFinance or https://www.cryptodatadownload.com/. Please, if you downloaded the repo, then create the data folder to store all the csv that you have caught and put them into it.
To download the project:
git clone https://github.com/vsaraikin/Pair-Trading-Crypto
Note that commissions are set off by default.
Backtester based on this repo has won FINTECH HACKATHON by Codenrock.