Pair Trading Analysis Tools

When the arbitrage between SZ162411 and XOP can not continue, I begin to test the pair trading of XOP and USO/USL, and begin this new analysis tools.

Reference data
Symbol Price Change Date Time Remark
SINA 119.33 2.8% 2018-03-20 09:59 SINA Corporation
SPY 270.96 0.17% 2018-03-20 09:59 SPDR S&P 500 ETF
UVXY 16.18 -1.34% 2018-03-20 09:59 ProShares Ultra VIX Short Term Futures
XOP 33.96 1.19% 2018-03-20 09:58 SPDR S&P Oil&Gas Explor&Pro

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