Trading Pairs with Excel / Python : Advance Statistical Tools for Trading & backtesting in Python/Google Sheets

by Anjana G, Puneet Kanwar

This is a comprehensive guide on pair trading. Concepts are explained from very basic so that any trader who does not understand statistics can understand and learn. Models are developed in Google spreadsheet and Python for backtesting on past data and finding opportunities. Python is also explained from very basic so that anyone who does not understand python or programming can write and develop his own codes for fetching historical data and backtesting.This book will cover the following –1. Basics of Python so that a non-programmer can understand Python for backtesting on past data.2. Fetching Historical data in Google Spreadsheet (Excel) and Python through various free data sources –a. Daily data in Google Spreadsheet and Pythonb. Per-minute historical data in Pythonc. Live data in Google spreadsheet and Python3. Basics of statistics and use in Trading4. Pair trading concepts, development of pair trading models, and backtesting of models for getting results on past data.5. Machine learning tools for pair trading. Book is written by author having more than 10 years of experience. Co-author of the book has worked with BSE Limited (formally known as Bombay Stock Exchange) for 6 years from 2011 to 2017. Earlier to BSE he worked with Broking houses like Edelweiss. Today he is a Option trader and Arbitrager. He is also having more than 15 years of experience in Indian Capital Market.

114 pages, Kindle Edition

Published December 15, 2020

Reviews

[Puneet · Rating 5 out of 5]

Very practical

With the help of this book I found many stock pairs giving good return on past data backtested.I am sure this book will help traders.

Collection of 3 books by author is good.