The aim of this project is to identify potential assets that are highly correlated with the users choice of stock, and thus can form part of a pair trade.
This project uses TwelveData API to get minutely data of stocks, and uses Spring as a framework.
Use the mapping /compute_correlation, to find correlated pairs, the other mappings was part of initial development used to validate the functionality of included services.
TODO:
👉: Automatically identify similar stocks, currently uses hardcoded values.
👉: Refine analysis service, currently uses Pearson correlation.
👉: Optimise parameters to identify potential trades.
👉: Add tests for all services, currently tests Correlation Service.