Practical overview
When it fits
Use it to explore or compare the included approaches in backtests with price data you supply, not to infer proven live-trading profitability.
Who it is for
- People studying pairs-trading methods and backtesting.
- Python users who want to explore the project’s distance, rolling OLS, Kalman-filter and proposed reinforcement-learning approaches.
Documented uses
- Compare distance-based and cointegration-based pairs-trading approaches.
- Explore a proposed reinforcement-learning agent for pairs trading.
- Backtest strategies using price data.
Requirements & limits
The public repository is licensed under MIT. The project is no longer being developed.
- Dependencies are installed using the README’s ./setup.sh instruction.
- The authors’ Interactive Brokers data is not included; users can use their own price data.
- Reported returns are from backtesting, and the README warns about possible lookahead bias and unproven live profitability.
Check current requirements in the official documentation. Source-based guidance does not mean OpenViST has run or independently tested this project.
Set up the project dependencies
Install the project dependencies using the setup step specified in the README.
Before you start
- Access to the public GitHub repository.
Steps
Obtain the repository.
Run ./setup.sh from the project.
Expected outcome
The README’s documented dependency-installation step has been run.
Guide limitations
- The README does not specify a subsequent command for running experiments.
- The financial data used by the authors is not included; experiments require price data of your own.
Sources & review
Source record details
- Source availability
- Active
- Sources checked
- 17 October 2026
- Original website title
- wywongbd/pairstrade-fyp-2019 · Official homepage title · retained in its source language

