Releases: Bracetheface/python-pairs-trading-model
Releases · Bracetheface/python-pairs-trading-model
Pairs Trading Model v1.0
A Python implementation of a pairs trading model, a classic statistical arbitrage strategy built from scratch. This project covers the end-to-end process of generating synthetic cointegrated assets, calculating a hedge ratio via linear regression, creating trading signals with Z-scores, and evaluating performance through a backtest that includes transaction costs and the Sharpe Ratio.