Introduction (updates in progress)

A simple program which downloads stock price data and executes a pairs trading strategy on two stocks (can be modified for a basket of stocks).

Pros

The Python script is incredibly user friendly and and saves significant time by automatically performing tasks such as:

• Data Retrieval from the web (using Yahoo Finance), and saving it as a CSV file
• Data Testing by checking stationarity (using Augmented Dickey-Fuller test), cointegration, etc.)
• Data Visualization