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GitHub project - DJIA, Pairs trading with unsupervised learning method


Nota : Please click on the Github image above in order to be redirected to the project.


Overview

The goal of this case study is to perform clustering analysis on the stocks of DJIA and come up with pairs for a pairs trading strategy. The DJIA study case was challenging (compared to S&P 500) in a sense where in order to find the right pairs, a large dataset was needed. As the number of constituents cannot be adjusted or changed, we needed a larger amount of data and this is why we used a set of data of more than 7 years (2015 onwards).

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