readme.md

Pairs Trading

Backtesting some pairs trading strategies over NSE200 stocks. Refer to the pdf for more info.

References

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Credits

• Arnav Sambhare (LinkedIn, GitHub)

• Vatsal Khandelwal (LinkedIn)

• Saurabh Agarwal (LinkedIn)

• Prankush Garg (LinkedIn)

• Sajag Swami (LinkedIn, GitHub)