Pairs Trading with SMA

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Boot Camp Lessons

Lesson Overview


In this lesson we’ll use the Algorithm Framework to implement a pairs trading strategy for monitoring divergence for two assets, Pepsi and Coca-Cola.

What You'll Learn

  • What is Pairs Trading?
  • Creating a Synthetic Asset
  • Monitoring for Price Divergence
  • Taking Counter Positions
  • Preparing Our Spread Indicator

Lesson Requirements

We recommend you complete the Algorithm Framework lesson before starting this intermediate level Boot Camp.

Lesson Content

Status
Pairs Trading with SMAStatus
What is Pairs Trading?
Creating a Synthetic Asset
Monitoring for Price Deviance
Taking Positions
Warming Our Pair Spread

About the Author

QuantConnect Team

Selected group of pseudo-humans that can type without looking at the keyboard and use a super advanced neural network to transform coffee and orange juice into code.