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Analyse historical stock prices to locate arbitrage possibility through correlated assets that follow mean reversion.

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parambhatia2004/pairs-arbitrage-trade-identifier

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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.

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Analyse historical stock prices to locate arbitrage possibility through correlated assets that follow mean reversion.

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