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Find ideal candidates

Project description

Project description Pairs_trading aim to help the algorithmic trading community to find the potential candidates base on metrics like cointegrating relationship between the candidates, stationarity of the spreads, level of persistent of the series, the frequency of mean reversion and also the half-life of the spreads for pairs trading.

add(syms, start, end) add symbols and desired time period

bring_in(price_df, start, end, type='candidates') import dataframe instead of adding a new one

restore(): using the backup dataframe as a new one

remove(syms) removing symbols

find_candidates() search candidates for pair trading

plot(index): visualize the results

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Simple_PairsTrading-1.0.1.tar.gz (6.5 kB view hashes)

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