Skip to content

Repository files navigation

etherealCAP

cointegration, z score charts, backtesting trade log chart for pitch deck

maximum drawdown for research

live testing starting from march

priority: find and finalise top 10 pairs, backtest them, cointegration/zscore/ etc.etc. what do we need???

What all has been done: correlation chart, correlation distribution correlation std. dev. and mean reversion of two pairs: sbin/pnb and pfc/recltd sbin/pnb = not good

last step: create a scanner which will be running live to find opportunities.

idea:can we automate the dataset extraction using apis? and automate the daily manual process of having to find opportunities?

About

coding strats for Ethereal Capital

Resources

Stars

0 stars

Watchers

1 watching

Forks

Releases

Packages

Used by

Contributors

Languages