This is a virtual, remote internship completed with JP Morgan amidst the Coronavirus pandemic. The task is to add a chart to a trader’s dashboard allowing them to better identify under/over-valued stocks. The idea is to allow the trader to be able to monitor two historically correlated stocks and be able to visualize when the correlation between the two weakens (i.e. one stock moves proportionally more than the historical correlation would imply). This could indicate a potential trade strategy to simultaneously buy the relatively underperforming stock and sell the relatively outperforming stock.
Foong-Ann/JPM
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