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This project implements a pairs trading strategy using the z-score of the spread between BP and ExxonMobil (XOM) stocks. The strategy identifies trading opportunities based on statistical relationships, aiming to profit from mean reversion.

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Oil Company Pairs Trading Strategy

This project implements a pairs trading strategy for two oil company stocks using cointegration analysis and z-score-based trading signals.

About

This project implements a pairs trading strategy using the z-score of the spread between BP and ExxonMobil (XOM) stocks. The strategy identifies trading opportunities based on statistical relationships, aiming to profit from mean reversion.

Topics

Resources

Stars

0 stars

Watchers

1 watching

Forks

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