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Dynamic Selection of Top Performing Stock Pairs #5

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chraberturas opened this issue Feb 12, 2024 · 0 comments
Open

Dynamic Selection of Top Performing Stock Pairs #5

chraberturas opened this issue Feb 12, 2024 · 0 comments
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@Kokechacho @chraberturas
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enhancement New feature or request
Milestone
Enhancements to P...

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@chraberturas
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chraberturas commented Feb 12, 2024 •
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Description

Implement a dynamic selection mechanism to continuously evaluate and update the best-performing stock pairs based on predefined criteria such as historical correlation, cointegration and stationarity over spreads.

Objectives

  • Develop an algorithm to rank stock pairs according to their potential profitability.
  • Dynamically update the selection of pairs based on real-time data analysis.
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@Kokechacho Kokechacho

@chraberturas chraberturas

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enhancement New feature or request
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Enhancements to Pair Trading Strategy
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@Kokechacho @chraberturas