Pairs-trading strategy from scratch in Python
Skills:
Python for Data53%
About this lesson
In this video, I will explain what a pairs trading strategy is. I will demonstrate it in a Jupyter notebook and then write the code in Python using the Jesse framework so we can run some backtests. This is the main strategy of Edward Thorpe, the legendary trader who beat the casino by inventing card counting and later beat the stock market using statistical arbitrage, which is a type of pairs trading strategy. 👉 Source code: https://github.com/jesse-ai/pairs-trading-strategy 👉 Jesse framework: https://jesse.trade 👉 Our discord: https://jesse.trade/discord 👉 Apex Omni: https://jesse.trade/apex Timestamps: 00:50 Intro 02:36 Pairs trading example in crypto 15:05 Jupyter Notebooks 35:00 Ending 35:43 Giveaway winner
Original Description
In this video, I will explain what a pairs trading strategy is.
I will demonstrate it in a Jupyter notebook and then write the code in Python using the Jesse framework so we can run some backtests.
This is the main strategy of Edward Thorpe, the legendary trader who beat the casino by inventing card counting and later beat the stock market using statistical arbitrage, which is a type of pairs trading strategy.
👉 Source code:
https://github.com/jesse-ai/pairs-trading-strategy
👉 Jesse framework:
https://jesse.trade
👉 Our discord:
https://jesse.trade/discord
👉 Apex Omni:
https://jesse.trade/apex
Timestamps:
00:50 Intro
02:36 Pairs trading example in crypto
15:05 Jupyter Notebooks
35:00 Ending
35:43 Giveaway winner
Watch on YouTube ↗
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Chapters (5)
0:50
Intro
2:36
Pairs trading example in crypto
15:05
Jupyter Notebooks
35:00
Ending
35:43
Giveaway winner
🎓
Tutor Explanation
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