Predictable nature of pair trading with forex with python3

(Last Updated On: July 16, 2019)

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

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!