This repository have pyhton codes used in book - 'Trading Pairs with Python: Advance Statistical Tool for Trading' by Authour Anjana Gupta.
Concepts are explained from very basic so that any trader who does not understand statistics can understand and learn. Models are developed in Google spread sheet and Python for back testing on past data and finding opportunities. Python is also explained from very basic so that anyone who does not understand python or programming can write and develop his own codes for fetching historical data and back testing.
This book will cover following – 1.Basics of Python so that a non-programmer can understand Python for backtesting on past data. 2.Fetching Historical data in Google Spreadsheet (Excel) and Python through various free data sources – a.Daily data in Google Spreadsheet and Python b.Per minute historical data in Python c.Live data in Google spreadsheet and Python 3.Basics of statistics and use in Trading 4.Pair trading concepts, development of pair trading models and backtesting of models for getting results on past data. 5.Machine learning tools for pair trading.
Book is written by author having more than 10 years of experience. Co-author of the book has worked with BSE Limited (formally known as Bombay Stock Exchange) for 6 years from 2011 to 2017. Earlier to BSE he worked with Broking houses like Edelweiss. Today he is a Option trader and Arbitrager. He is also having more than 15 years of experience in Indian Capital Market.