Pair Trading Analysis & Exercises Toolkit for Jupyter Notebook

Use Cases

Pair Selection (Identify cointegrated pairs)
Download & save ticker data
Merge and manipulate data for detailed pair analysis
Analyze pairs , residuals, perform unit root & cointegration tests
Perform backtests, Visualize trade & profit distribution
PDF Summary Report:

Trades Visualization:

Summary of Backtests:

Confidence Intervals:

Considerations

Considering for the next version:

live signal generator for selected strategies
analyze earnings & news effect to pair spread
outlier pruning
more training & testing sets

Requirements

arch==5.3.1
matplotlib==3.4.3
numpy==1.20.3
pandas==1.3.4
seaborn==0.11.2
statsmodels==0.12.2
yfinance==0.1.77
dataframe-image==0.1.3
fpdf==1.7.2
termcolor==2.0.1
plotly==5.10.0
pandas-ta==0.3.14b0