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Ergo Sum

Thoughts from a person

Month: May 2021

— Analysis, code, data, python —

Extremely Basic Pair Trading Backtest in Python

May 28, 2021
Pairs trade coke and pepsi

A pair trade is just like the name implies, trading pairs of stocks. You do it when you notice pairs of stocks that seem related. Coke and Pepsi is a classic pair trade example because they both had market tailwinds but their stocks didn’t always follow the same short term pattern. But longer term had… Read More Extremely Basic Pair Trading Backtest in Python

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