pairstradingcryptocurrenciesstrategycatalyst

Pairs trading strategy example based on Catalyst. This article describes the strategy https://towardsdatascience.com/pairs-trading-with-cryptocurrencies-e79b4a00b015

This strategy uses Catalyst framework for backtesting https://enigma.co/catalyst/beginner-tutorial.html

Project contains:

pairstradingcryptocurrenciesstrategycatalyst.py - main file. You should execute this file by python in Catalyst environment.

cointegrationanalysiscryptocurrencies.ipynb - this ipython-notebook carries out a cointegration test analysis.