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Releases: Bracetheface/python-pairs-trading-model

Pairs Trading Model v1.0

28 Jul 14:46
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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.