How do I design an algorithmic trading strategy that leverages long-short equity pairs trading, identifies correlated pairs, and creates algorithms that initiate trades when spreads deviate from historical averages in Fintechee's SDK?

How do I design an algorithmic trading strategy that leverages long-short equity pairs trading, identifies correlated pairs, and creates algorithms that initiate trades when spreads deviate from historical averages in Fintechee’s SDK?

Designing a pairs trading strategy involves identifying cointegrated pairs, calculating spread deviations.

Building algorithms that trade based on mean reversion patterns between the correlated assets.