Cointegration

Compute Cointegration using NsePy, Pandas Library

Here is a simple example to compute Cointegration between two stock pairs using python libraries like NSEpy, Pandas, statmodels, matplotlib
Rajandran R
1 min read

How to Compute Cointegration using Amibroker and Python

Cointegration is used in Statistical Arbitrage to find best Pair of Stocks (Pair Trading) to go long in one stock and short(Competitive peers) another...
Rajandran R
2 min read