Quant Strategy: Pairs Trading Algorithm (Mean Reversion)

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Interested in the Stock Market? Especially when it comes to technical analysis? The Pairs Trading Strategy is a MUST KNOW! So, look no further! Sit back, relax, and enjoy the demo.

Please take a look at this Article. A lot of inspiration came from this article.
https://kidquant.com/project/p....airs-trading-strateg

Monte Carlo Simulation Video
https://youtu.be/wlaLmM_LvWg

Github:
https://github.com/SpencerPao/....Quantitative_Strateg

0:00 - What is Pairs Trading?
1:20 - Visualizing and Understanding Pairs Trading
4:12 - Correlation, Cointegration, Stationarity tests, Spreads, Ratios
8:53 - Identifying Price Signals
11:05 - Creating a Model (Moving Average)
12:43 - Potential Buy and Sell opportunities


DISCLOSURE: As of 4/25/2021, I do have long positions mentioned in this video (MSFT/BRK-B)

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