Testing for Cointegration for Statistical Arbitrage and Pairs-Trading Strategies (Python)

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Unveil the secrets of pairs trading, a type of statistical arbitrage, through this comprehensive tutorial. Delve into Python scripts expounding on cointegration, Engle-Granger test, and Vector Autoregression (VAR) model to unravel trading strategies anchored on mean reversion. Explore a swath of concepts including z-score, backtesting, and walk-forward optimization to fortify your algorithmic trading arsenal. The meticulous breakdown of code, accompanied by real-world data, paves the way from beginners to adept traders eyeing minimum profit optimization. Uncover the labyrinth of spread analysis and backtesting, propelling your algorithmic odyssey to new pinnacles.

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Pairs trading is a market-neutral trading strategy that involves identifying two closely related securities and taking opposing positions. The goal is to profit from the mean-reversion of the spread between the two securities.

If you are looking for a way to make money in the markets, even in volatile conditions, then pairs trading is a strategy you should consider