Tag: reversion

  • Pair Trading strategy in Nepse: Mean Reversion Strategy

    Pair Trading strategy in Nepse: Mean Reversion Strategy


    So guys like i said before i did my work on the pairs

    You can find them here:

    [https://docs.google.com/spreadsheets/d/1GrwTou8DXnFV4Xmpe5Ih3h0GtMkrzPH2xRi41tvQGWY/edit?usp=sharing](https://docs.google.com/spreadsheets/d/1GrwTou8DXnFV4Xmpe5Ih3h0GtMkrzPH2xRi41tvQGWY/edit?usp=sharing)

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    https://preview.redd.it/cbx8582g0nec1.png?width=829&format=png&auto=webp&s=00cfa6e248b675bf07b975a7b65fe46b4fc7c117

    Two stocks from different sectors being cointegrated is kinda sus so be careful with the SHIVM/SJLIC pair

    There is a 95% chance that there pairs are cointegrated as of 25/01/2024. Future trends can change this but not in the short term. So this will likely hold true for a month maybe. Not sure. Also not sure why its mostly hydro. I have not personally traded using this strategy. I will start back testing now and see if it is actually a viable technique. Preliminary tests seem good. To learn more you may check this link: [Pair Trading in Nepse – Quant Trading Strategies (youtube.com)](https://www.youtube.com/watch?v=rI16okuYW9g)

    This is not an investment advice.If you wish to try it out do it at your own risk.


    View on r/NepalStock by ShreShreShreShreShre


  • If anyone wants to learn some nerdass statistics concept video on Nepse and mean reversion

    If anyone wants to learn some nerdass statistics concept video on Nepse and mean reversion


    If anyone wants to learn some nerdass statistics concept video on Nepse and mean reversion

    https://www.youtube.com/watch?v=0Nvg0EhSq_0


    View on r/NepalStock by ShreShreShreShreShre