Pairs-trading strategy from scratch in Python

About this lesson

In this video, I will explain what a pairs trading strategy is. I will demonstrate it in a Jupyter notebook and then write the code in Python using the Jesse framework so we can run some backtests. This is the main strategy of Edward Thorpe, the legendary trader who beat the casino by inventing card counting and later beat the stock market using statistical arbitrage, which is a type of pairs trading strategy. 👉 Source code: https://github.com/jesse-ai/pairs-trading-strategy 👉 Jesse framework: https://jesse.trade 👉 Our discord: https://jesse.trade/discord 👉 Apex Omni: https://jesse.trade/apex Timestamps: 00:50 Intro 02:36 Pairs trading example in crypto 15:05 Jupyter Notebooks 35:00 Ending 35:43 Giveaway winner

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