zr7goat/nautilus_pair_trading_jerry

This is a demo of a pair trading strategy based on Nautilus Trader. The origin version is on Interactive Brokers (IB), written by Brad, Nautilus core contributor and senior quant researcher with experiences in Optiver and IMC. This is a Modified version by Jerry, a quant researcher and prop trader specilized in crypto market

Nautilus_Pair_Trading_Jerry

This is a demo of a pair trading strategy based on Nautilus Trader for non profit purposes as research and education.

The original version is on Interactive Brokers (IB), with 10s bar / kline data specified by nautilus trader internal methods and

it's written by Brad, Nautilus core contributor and senior quant researcher with experiences in Optiver and IMC.

This version is a Modified version using high freq tick data on crypto exchanges, modified by Jerry, a quant researcher and prop trader specilized in crypto market.

The modification is in progress and will be updated aperiodically.