I developed a pair trading-based strategy, where I used unsupervised learning to identify correlated stocks and employs supervised methods like Linear Regression to analyze and execute trades, aiming to minimize risks and maximize returns. The trading execution is based on the z-score, which is (spread)/(standard deviation of spread) and the spread is calculated based on the stock pair's price history
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I developed a pair trading-based strategy, where I used unsupervised learning to identify correlated stocks and employs supervised methods like Linear Regression to analyze and execute trades, aiming to minimize risks and maximize returns. The trading execution is based on the z-score, which is (spread)/(standard deviation of spread)
wanghaoxue0/quant-strat
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I developed a pair trading-based strategy, where I used unsupervised learning to identify correlated stocks and employs supervised methods like Linear Regression to analyze and execute trades, aiming to minimize risks and maximize returns. The trading execution is based on the z-score, which is (spread)/(standard deviation of spread)
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