Investment Thesis
Pairs trading is a market-neutral relative value strategy that aims to identify highly correlated instruments and extract returns by trading their spread based on certain buy and sell signals.
Our strategy aims to generate returns through intraday pairs trading between the Nasdaq 100 (QQQQ ETF) and S&P 500 (SPY ETF) indices, one being the US tech sector index and the other being the US market index. Our strategy uses moving averages of different tenors to generate buy and sell signals.
Quant League Competitions
Competition entry updated by Sriram B Rangarajan
Quant League Competitions
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