Pairs trading is a market-neutral trading strategy, which is based on the co-movement of two stock prices with eachother in the same industry. If the prices of two stock diverge, taking a long position in one and a simultaneous shortposition in the other can be used to profit from the expected future re-convergence of the prices. Parameters of thealgorithm were restricted to S&P500 stocks with a 0.01% fee per trade and $20,000 starting capital.
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Repository for UWA Qfin projects (2021)
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