Building a Simple Python Code

def validate_cointegration(ticker_A,ticker_B,window1,window2,start,end):

asset_A=[login to view URL](ticker_A, 'yahoo', start, end)['Adj Close']

asset_B=[login to view URL](ticker_B, 'yahoo', start, end)['Adj Close']




n=int([login to view URL])



for i in range(0,n-window1-window2-1):

startdate=start + timedelta(days=(i))

enddate=start + timedelta(days=(window1+i))


startdate=start + timedelta(days=(window1+i))

enddate=start + timedelta(days=(window1+i))+timedelta(days=window2)


if stationarity:


[login to view URL](residuals[-1],pnl,'*g')

[login to view URL](residuals[-1])

[login to view URL](pnl)




c=[login to view URL](signals,returns)


[login to view URL]('signal')

[login to view URL]('pnl of long-short position')

return signals,returns,correlation

In the above code, I have two lists called signals and returns. I want to add to the function the following logic:

Loop through all signals and check if the current signal is less than one standard deviation from the mean and see what would be the average return at that index.

Skills: Python, Mathematics, Statistics

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About the Employer:
( 7 reviews ) MADISON, United States

Project ID: #28456323

Awarded to:


I can do it right now. I can add the function to this script to check for the signal's standard deviation from the mean and if it's less than 1, get returns at current signal. Let's chat to discuss more. I'm a softwa More

$25 USD in 1 day
(1 Review)

8 freelancers are bidding on average $18 for this job


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$20 USD in 1 day
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$25 USD in 7 days
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$10 USD in 1 day
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$30 USD in 7 days
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$10 USD in 1 day
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$10 USD in 1 day
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