This is a generic Notebook, similar to the one Pair Trading GLD and GDX, where I am going to pair trade two securities. The backtesting…
Posts published in April 2018
When the correlation between the two securities temporarily weakens, i.e. one stock moves up while the other moves down, the pairs trade would be to…
This is a quick tutorial that walks you through the steps for converting a Jupyter Notebook file to WordPress suitable HTML.
In this research I am going to test whether the price series of two securities GLD (Gold Price) and GDX (Gold Miners Equity ETF) are…