Implementing a Simple Mean Reverting Pairs Trading Algorithm in the Quantconnect platform (Part 2)

Learn how to implement and backtest a Mean Reverting strategy from the book “Algorithmic Trading: Winning Strategies and Their Rationale” using the Quantconnect framework.

Maurício Cordeiro
Analytics Vidhya

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Photo by Austin Distel on Unsplash

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Maurício Cordeiro
Analytics Vidhya

Ph.D. Geospatial Data Scientist and water specialist at Brazilian National Water and Sanitation Agency. To get in touch: https://www.linkedin.com/in/cordmaur/