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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Hashes for Simple_PairsTrading-1.0.1.tar.gz
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