FinalProject
This is the final project implemented during EPAT. It backtests a pairs trading strategy for commodities trading on MCX.
Install / Use
npx skills add HimanshuBabbar22/finalProjectInstalls into whichever agent you are using.
README
finalProject
This is the final project implemented during EPAT. It backtests a pairs trading strategy for commodities trading on MCX.
The repository contains two files as described below.
FinalReport.pdf
This is the project report explaining the entire logic of the strategy. It also contains the backtesting results as well as the complete code written in Python for backtesting the strategy.
final_project.py
This is the Python script for backtesting the strategy.
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