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Pairs trading strategy example based on Catalyst
Jupyter Notebook Python
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README.md

pairs_trading_cryptocurrencies_strategy_catalyst

Pairs trading strategy example based on Catalyst. This article describes the strategy https://towardsdatascience.com/pairs-trading-with-cryptocurrencies-e79b4a00b015

This strategy uses Catalyst framework for backtesting https://enigma.co/catalyst/beginner-tutorial.html

Project contains:

pairs_trading_cryptocurrencies_strategy_catalyst.py - main file. You should execute this file by python in Catalyst environment.

cointegration_analysis_cryptocurrencies.ipynb - this ipython-notebook carries out a cointegration test analysis.

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