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 to generate returns. Statistical Arbitrage(StatArb) is all about mean reversion, looking for deviation in the spreads and expecting mean reversion from the spread.
Quantopian, is a Boston-based algorithmic trading platform and Zipline is a Pythonic algorithmic trading library(Open Source). Zipline is currently used in production as the backtesting engine powering Quantopian.
Sometime back we discussed about how to get Intraday backfill data from Google and this short article focus on how to get Realtime stock data from Google. Google provides realtime cash market/index/currency data for most of the markets in JSON format.
In this tutorial we will discuss how to Integrate Amibroker with Python COM server to create complex trading systems.Python is a open source language similar to C,C++ and it has tons of open source their party modules for financial computings and implementing statistical models.