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Pairs trading strategy on highly cointegrated stocks of NIFTY 50

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Pairs-trading

Developed a market neutral straegy from filtered pairs with high cointegration ratio from NIFTY 50 with returns of over 1 lakh. Used z score of the difference of a fast and slow moving average of the price ratio as a trading signal to short and long the stocks

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Pairs trading strategy on highly cointegrated stocks of NIFTY 50

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