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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]: Enhancing Stock Pair Selection for Cointegration Testing #302

Open bhanushri12 opened 3 weeks ago

bhanushri12 commented 3 weeks ago

Problem: Our current method of selecting stock pairs for cointegration testing, using [current method], might miss out on valuable opportunities. We want to improve the selection process to identify more promising candidates.

Solution: I propose exploring alternative methods for stock pair selection:

Statistical Techniques: Correlation analysis, volatility ratios, or statistical arbitrage strategies. Machine Learning: Training models to find hidden relationships between stocks. Technical Analysis: Utilizing indicators like moving averages or RSI to identify cointegrated or tradeable pairs. Alternatives: We haven't implemented any of these alternatives yet.

Additional Context: Enhancing the pair selection process could lead to better cointegration results and potentially more effective trading strategies.

@Akshat111111 I have raised an issue, can I start working on this?

github-actions[bot] commented 3 weeks ago

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