I am new to quantopian and still learning. I am looking at some different techniques with pairs.
Are there any filters for finding pair candidates?
I wrote something that compares every stock to every other stick, but that seems wasteful. This must be a common operation. I know finding a true pair is not trivial but I think we could weed out a lot of obvious none pairs. A filter that gave us all cointegrated stocks would be a good starting place.
Hi!
What I know isn't there any integrated way in Quantopia to look up pair candidates, mostly because there generally hard to solitify a good pair. Would recomend building one yourself, or google a common pair to start testing on.
Quantopia has a lot of good resourses for pair-trading in their lecture series https://www.quantopian.com/lectures/introduction-to-pairs-trading and 2 code examples for how to integrate a basic pair trading strategy!
Good luck!
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