Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.
financial
quantitative-finance
equity
financial-analysis
algorithmic-trading
quantitative-trading
pair-trading
stochastic-volatility
pair-trading-strategy
equity-research
beta-hedging
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Updated
Oct 28, 2020 - Jupyter Notebook