FINM33150 - Spread Trading Simulation

Dependencies

Create a virtual environment and install dependencies with

pipenv install

This assignment required developing a spread trading strategy involving two ETF securities. Below is a summary chart of an executed strategy.

Name		Name	Last commit message	Last commit date
Latest commit History 39 Commits
.github		.github
solutions		solutions
spread_trading		spread_trading
tests		tests
.coveragerc		.coveragerc
.gitignore		.gitignore
.pre-commit-config.yaml		.pre-commit-config.yaml
912db6fc461bab17deb741d895b46edb.csv		912db6fc461bab17deb741d895b46edb.csv
F-F_Research_Data_5_Factors_2x3_daily_subset.csv		F-F_Research_Data_5_Factors_2x3_daily_subset.csv
Pipfile		Pipfile
Pipfile.lock		Pipfile.lock
README.md		README.md
SimpleSpreadTradingSimulation.pdf		SimpleSpreadTradingSimulation.pdf
chart.png		chart.png
pytest.ini		pytest.ini
spread_trading.ipynb		spread_trading.ipynb
submit.py		submit.py