Pair Trading Analysis & Exercises Toolkit for Jupyter Notebook

Use Cases

Trades Visualization:

Summary of Backtests:

Confidence Intervals:

Considering for the next version:

Name		Name	Last commit message	Last commit date
Latest commit History 16 Commits
data		data
report		report
.gitignore		.gitignore
1-identify-pairs.ipynb		1-identify-pairs.ipynb
2-download-data.ipynb		2-download-data.ipynb
3-merge-pair-data.ipynb		3-merge-pair-data.ipynb
4-analyze-pair.ipynb		4-analyze-pair.ipynb
5-summary-pair-selection.ipynb		5-summary-pair-selection.ipynb
6-backtest.ipynb		6-backtest.ipynb
7-summary-backtest.ipynb		7-summary-backtest.ipynb
Readme.md		Readme.md
banks.csv		banks.csv
heatmap.png		heatmap.png
requirements.txt		requirements.txt
summary_report.png		summary_report.png
summary_tables.png		summary_tables.png
swarm_plot.png		swarm_plot.png
utilities.csv		utilities.csv