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Statistical arbitrage bot using cointegration-based pairs trading. Screens 2000+ U.S. stock pairs and backtests trades on NXPI–AMAT using z-score signals. ~35% CAGR, Sharpe 1.8, 24% YTD paper returns. Built with Python, yfinance, statsmodels, and matplotlib.
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Merge branch 'main' of https://github.com/NealLovesProgramming/Cointegration-Pairs-Trading-Bot
beab37bView on GitHubMerge pull request #1 from NealLovesProgramming/marcusrx7-patch-1
9ef66a8View on GitHubadded sectors interface with parsing and company symbols fetching
2ce364dView on GitHub