Is this even possible with these pair combos for long vs short.
Here is the psuedo code as if you creating a Python script for this:
def zscore(series):
return (series – series.mean()) / np.std(series)
score, pvalue, _ = coint(loFl, shFl)
ratios = loFl / shFl
ratios.plot()
zscore(ratios).plot()
———
python3 posPairTradingFx.py EUR_GBP EUR_CHF
python3 posPairTradingFx.py EUR_GBP GBH_CHF
python3 posPairTradingFx.py EUR_GBP USD_CAD
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