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Botcamp/statistical arbitrage #53
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…x-connector-status (fix) Update polkadex connector status
sync / development -> staging
…ON-on-staging fix/Update VERSION on staging
…y-version fix/update setup.py date
…EADME.md-staging Fix/ broken link README.md staging
sync / staging -> master for Hummingbot version 1.17.0
(fix) delete old issue templates and update new ones
…e-typo-1 fix/ github template typo
added opposing side of the trade
combined fede's code
almost complete
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Before submitting this script for review, please make sure:
Description:
A pairs trading strategy by using statistics as indicator to look for cointegrated pairs and provide signals to trade the spreads between the pairs.
This strategy is implemented based on the DirectionalStrategyBase.
Script:
https://github.com/doi-doi/hummingbot/blob/master/scripts/statistical_arbitrage.py
Tips for Botcamp reviewers
What should reviewers test for?
find correlated trading pairs
test for the optimized value for z-score and net PNL take profit and stop loss values
Link to Demo Day video
https://www.loom.com/share/567ef28489d94844a0b48575eae98516?sid=998697b3-074e-4a34-bd49-622856cd0b27