Skip to content

Latest commit

 

History

History
7 lines (6 loc) · 985 Bytes

README.md

File metadata and controls

7 lines (6 loc) · 985 Bytes

I developed a pair trading-based strategy, where I used unsupervised learning to identify correlated stocks and employs supervised methods like Linear Regression to analyze and execute trades, aiming to minimize risks and maximize returns. The trading execution is based on the z-score, which is (spread)/(standard deviation of spread) and the spread is calculated based on the stock pair's price history image The performance of the matching is shown as below, image image image