Sunday 11 July 2010

Pair Trade Analyser

Around 3-4 months ago I wrote a platform to facilitate the style of pairs trading that I've adopted. Just yesterday I stripped it down to release a small sample of what it can do but even in this form it's still quite a useful little tool.


This program gets daily data from the Google finance. Credit to the libraries used is given in the About of the application.


This little demo only grabs a year of daily data from Google, whereas the full version has a flexible time horizon over which to perform the analysis. The full version also allows for batch analysis of each possible permutation of a group of stocks pairing them up, as well as automated trading with intra-day analysis using the interactive brokers api.


Download Link