What strategies can I employ to create a quantitative algorithmic trading strategy that identifies trading opportunities based on mean reversion and cointegration among sector ETFs using Fintechee's SDK?

What strategies can I employ to create a quantitative algorithmic trading strategy that identifies trading opportunities based on mean reversion and cointegration among sector ETFs using Fintechee’s SDK?

Developing a sector-based mean reversion strategy involves analyzing correlations among sector ETFs, detecting spread deviations.

Creating algorithms that trade based on sector-specific mean reversion patterns.