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1  Economy / Trading Discussion / BTC ~ BCH Quant Trading Strategy in Python with Code! on: February 21, 2019, 06:33:57 PM
Learn the statistical technique of Cointegration and build your own crypto backtester to create and test a quantitative trading strategy.

A trading strategy and backtester that trades the cointegration spread between BTC and BCH.

https://medium.com/@pdquant/build-a-bitcoin-tegration-backtester-83e2b19125fd
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