Pair Trading - Exploring The Low Risk Statistical Arbitrage Trading Concepts

[travi]

I think need to uninstall all and re install python as I allready played a lot in it since early morning today ...

arrrrre bhai, not
pip install package

<package> this is placeholder.

type
pip install pandas
>>> wait for output

then do
pip install matplotlib
>>> wait for output

then do
pip install statsmodels

post screenshot

 

[VJAY]

You can check the status of python & pip as I mentioned in my earlier post:


For other libraries when you run the pip commands it will download the required files from and start the installation once installed it will say mention that the library is successfully installed. Please note you need internet connection when you run these pip commands.

Also when you run the jupyter cells, if the import is not successful it will through error that the module is not available, which means the library is not installed properly.

 

[VJAY]

arrrrre bhai, not
pip install package

<package> this is placeholder.

type
pip install pandas
>>> wait for output

then do
pip install matplotlib
>>> wait for output

then do
pip install statsmodels

post screenshot

 

[travi]

...

That's it, you're good to go

run in same cmd
jupyter notebook

a browser page will load.

under run, click "Run all"
do u see a chart?

 

[VJAY]

That's it, you're good to go

run in same cmd
jupyter notebook

a browser page will load.

under run, click "Run all"
do u see a chart?

Thanks a lot ravi & ncube bro...its done . hope my dumb querries and solutions given by two brothers will solution for all who are in trouble setting python...will be back again with any operational doubts come ...

 

[VJAY]

Dear ncube bro,
Please share some pairs which are good for pair trading as I can watch those scrips regularly.....

 

[20.sum1]

Almost every pair is coming out to be significant (even with significance =0.01),wipro:tatasteel,wipro:drreddy etc.
Is some normalisation /detrend etc. to be done on data?Asking this since I do not understand cointegration well enough.

 

[20.sum1]

Also do we have any inbuilt funtion in statsmodels that will create a matrix of significance ?
Btw nice thread.

 

[20.sum1]

ok so pct_change has been used which will normalise the data.Am I correct?

 

[ncube]

Dear ncube bro,
Please share some pairs which are good for pair trading as I can watch those scrips regularly.....

These are few pairs I was tracking some time back, I will update this list in the evening with few more pairs based on my analysis:

('HCLTECH', 'INFY')
('HCLTECH', 'TCS')
('HCLTECH', 'TECHM')
('HCLTECH', 'WIPRO')
('INFY', 'TCS')
('INFY', 'TECHM')
('INFY', 'WIPRO')
('TCS', 'TECHM')
('TCS', 'WIPRO')
('TECHM', 'WIPRO')
('ALBK', 'ANDHRABANK')
('ALBK', 'ORIENTBANK')
('ALBK', 'SYNDIBANK')
('ANDHRABANK', 'ORIENTBANK')
('ANDHRABANK', 'SYNDIBANK')
('ORIENTBANK', 'SYNDIBANK')
('TATAMTRDVR', 'TATAMOTORS')
('RELCAPITAL', 'RELINFRA')
('PFC', 'RECLTD')
('CIPLA', 'GLENMARK')
('BANKINDIA', 'CANBK')
('APLLTD', 'RAJESHEXPO')