Pairs trading backtest (IEOR 198 final)
Final project for the IEOR 198 DeCal at UC Berkeley: a z-score–based pairs trading strategy on four correlated stock pairs (KO/PEP, MS/GS, NFLX/DIS, V/MA), with full backtesting and a 2024 out-of-sample evaluation using Yahoo Finance data.
- Python
- Jupyter
- pandas
- NumPy
- yfinance