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Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.

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guilhermessc/Pair-Trading

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Pair_Trading.ipynb
Pair_Trading.ipynb
 
 
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Open the python notebook and follow the instrucions there.

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Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.

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financial quantitative-finance equity financial-analysis algorithmic-trading quantitative-trading pair-trading stochastic-volatility pair-trading-strategy equity-research beta-hedging

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