fixed a mistake in the pairs trading lecture

quantopian · Mar 11, 2019 · 9f025d5 · 9f025d5
1 parent f5445c5
commit 9f025d5
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/notebooks/lectures/Introduction_to_Pairs_Trading/notebook.ipynb b/notebooks/lectures/Introduction_to_Pairs_Trading/notebook.ipynb
@@ -978,7 +978,7 @@
    "source": [
     "# Get the spread between the 2 stocks\n",
     "# Calculate rolling beta coefficient\n",
-    "rolling_beta = pd.ols(y=S1, x=S2, window_type='rolling', window=30)\n",
+    "rolling_beta = pd.ols(y=S2, x=S1, window_type='rolling', window=30)\n",
     "spread = S2 - rolling_beta.beta['x'] * S1\n",
     "spread.name = 'spread'\n",
     "\n",