This is the code used in the article: Pairs Trading - Strategy Deployment Guide published on the alpaca.markets/learn blog. The article can be found here - https://alpaca.markets/learn/pairs-trading/
This guide was created on behalf of AlgoTrading101.com
- What Is Pairs Trading?
- Why should I run a pairs trading strategy?
- Why shouldn’t I run a pairs trading strategy?
- How do I get started with Alpaca?
- How to code a pairs trading strategy with the Alpaca API?
- How do we size our trades?
- How do I set a stop loss or take profit?
- How can I build a successful pairs trading strategy?
- python >= 3.6+
- alpaca_trade_api (tested to work with >= 0.51 )
- pandas >= 1.1.2+
- author
Jignesh Davda
- author page
- published
2020-12-02