{"id":25621737,"url":"https://github.com/fox-techniques/plutus-pairtrading","last_synced_at":"2026-02-14T18:01:34.161Z","repository":{"id":270550336,"uuid":"901334060","full_name":"fox-techniques/plutus-pairtrading","owner":"fox-techniques","description":"PLUTUS: Python-based toolkit for performing pair-trading analysis","archived":false,"fork":false,"pushed_at":"2025-02-16T22:29:05.000Z","size":1547,"stargazers_count":1,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2026-01-17T06:15:41.287Z","etag":null,"topics":["cointegration-analysis","feature-engineering","pair-trading","plotly","python","stationarity-test","trading","yahoo-finance-api"],"latest_commit_sha":null,"homepage":"https://fox-techniques.github.io/plutus-pairtrading/","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/fox-techniques.png","metadata":{"files":{"readme":"README.md","changelog":"CHANGELOG.md","contributing":"docs/CONTRIBUTING.md","funding":null,"license":"LICENSE","code_of_conduct":"docs/CODE_OF_CONDUCT.md","threat_model":null,"audit":null,"citation":null,"codeowners":".github/CODEOWNERS","security":"docs/SECURITY.md","support":"docs/SUPPORT.md","governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null}},"created_at":"2024-12-10T13:21:10.000Z","updated_at":"2025-02-16T22:29:08.000Z","dependencies_parsed_at":null,"dependency_job_id":"8657c47a-73ac-419d-8978-257f3788b70a","html_url":"https://github.com/fox-techniques/plutus-pairtrading","commit_stats":null,"previous_names":["fox-techniques/plutus-pairtrading"],"tags_count":7,"template":false,"template_full_name":null,"purl":"pkg:github/fox-techniques/plutus-pairtrading","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/fox-techniques%2Fplutus-pairtrading","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/fox-techniques%2Fplutus-pairtrading/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/fox-techniques%2Fplutus-pairtrading/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/fox-techniques%2Fplutus-pairtrading/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/fox-techniques","download_url":"https://codeload.github.com/fox-techniques/plutus-pairtrading/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/fox-techniques%2Fplutus-pairtrading/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29451904,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-14T15:52:44.973Z","status":"ssl_error","status_checked_at":"2026-02-14T15:52:11.208Z","response_time":53,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.6:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["cointegration-analysis","feature-engineering","pair-trading","plotly","python","stationarity-test","trading","yahoo-finance-api"],"created_at":"2025-02-22T09:44:58.618Z","updated_at":"2026-02-14T18:01:34.139Z","avatar_url":"https://github.com/fox-techniques.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# PLUTUS: Pair-Trading Toolkit\n\n[![Python](https://img.shields.io/badge/Python-3.10%2B-darkcyan)](https://pypi.org/project/irene-sankey/)\n[![PyPI - Version](https://img.shields.io/pypi/v/plutus-pairtrading?label=PyPI%20Version\u0026color=green)](https://pypi.org/project/plutus-pairtrading/)\n[![PyPI Downloads](https://static.pepy.tech/badge/plutus-pairtrading)](https://pepy.tech/projects/plutus-pairtrading)\n[![License: MIT](https://img.shields.io/badge/License-MIT-orange.svg)](https://github.com/fox-techniques/plutus-pairtrading/blob/main/LICENSE)\n[![GitHub](https://img.shields.io/badge/GitHub-plutus--pairtrading-181717?logo=github)](https://github.com/fox-techniques/plutus-pairtrading)\n\nPLUTUS is a Python-based toolkit for performing pair-trading analysis. This project is designed for educational purposes and provides tools for:\n\n- Fetching and processing financial data.\n- Conducting statistical tests (stationarity and cointegration).\n- Performing feature engineering.\n- Visualizing financial time-series data.\n\n\n## Table of Contents\n\n- [PLUTUS: Pair-Trading Toolkit](#plutus-pair-trading-toolkit)\n  - [Table of Contents](#table-of-contents)\n  - [Documentation](#documentation)\n  - [Key Features](#key-features)\n  - [Installation](#installation)\n  - [Quick Start](#quick-start)\n  - [Contribution](#contribution)\n  - [License](#license)\n  \n## Documentation\n\nThe full documentation is available on **[GitHub Pages](https://fox-techniques.github.io/plutus-pairtrading/)**.\n\n## Key Features\n\n**1. Data Acquisition**\n\n   - Fetch historical financial data using Yahoo Finance API.\n   - Store and manage time-series data in a structured format.\n   - Combine and preprocess data for analysis.\n\n**2. Statistical Tests**\n   - Stationarity Tests\n\n     - Augmented Dickey-Fuller Test (ADF): Tests whether a time series is stationary.\n     - Phillips-Perron Test (PP): Handles autocorrelations and heteroskedasticity.\n     - KPSS Test: Tests for trend stationarity.\n\n   - Cointegration Tests\n\n       - Engle-Granger Test: Identifies long-term equilibrium relationships.\n       - Phillips-Ouliaris Test: Handles residual-based cointegration testing.\n       - Johansen Test: Detects multiple cointegration vectors.\n\n**3. Feature Engineering**\n\n  - Compute periodic returns (daily, weekly, monthly).\n  - Apply logarithmic and exponential transformations.\n  - Calculate correlation matrices and filter securities based on thresholds.\n  - Identify cointegrated pairs for pair trading.\n\n**4. Data Visualization**\n\n  - Plot financial time-series data.\n  - Generate dual-axis plots for comparing securities.\n  - Visualize correlation matrices.\n  - Plot autocorrelation and partial autocorrelation.\n\n\n## Installation\n\nInstall **Plutus Pair-Trading Toolkit** using pip:\n\n```bash\npip install plutus-pairtrading\n```\n\n\u003e **Note**: Requires Python 3.10 or above.\n\n\n## Quick Start\n\nHere’s a quick example to use **PLUTUS** pair-trading tookit.\n\n```python\n  import plutus_pairtrading.data_acquisitions as dacq\n  import plutus_pairtrading.data_generations as dgen\n  import plutus_pairtrading.data_visualizations as dviz\n\n  # Fetch stock data for multiple securities\n  AAPL_df = dacq.fetch_yahoo_finance_data(\"AAPL\", start_date=\"2015-01-01\", end_date=\"2021-01-01\")\n  MSFT_df = dacq.fetch_yahoo_finance_data(\"MSFT\", start_date=\"2015-01-01\", end_date=\"2021-01-01\")\n  GOOG_df = dacq.fetch_yahoo_finance_data(\"GOOG\", start_date=\"2015-01-01\", end_date=\"2021-01-01\")\n  TSLA_df = dacq.fetch_yahoo_finance_data(\"TSLA\", start_date=\"2015-01-01\", end_date=\"2021-01-01\")\n\n  # Combine the data into a single DataFrame\n  stock_df = dacq.combine_dataframes([AAPL_df, MSFT_df, GOOG_df, TSLA_df])\n\n  # Perform pair identification\n  pairs_df = dgen.pairs_identification(\n      data=stock_df,\n      stationarity_method=\"ADF\",\n      cointegration_method=\"phillips-ouliaris\",\n      stationarity_significance_level=0.05,\n      coint_significance_level=0.05,\n  )\n\n  # Display the identified pairs\n  print(pairs_df)\n```\n\n## Contribution\n\nWe welcome contributions! Visit our [Github](https://github.com/fox-techniques/plutus-pairtrading) repository, and to contribute:\n\n1. Fork the repository.\n2. Create a branch (`git checkout -b feature/NewFeature`).\n3. Commit your changes (`git commit -m 'Add NewFeature'`).\n4. Push to the branch (`git push origin feature/NewFeature`).\n5. Open a Pull Request.\n\n\n## License\n\nThis project is licensed under the MIT License - see the [LICENSE](https://github.com/fox-techniques/plutus-pairtrading/blob/main/LICENSE) file for details.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffox-techniques%2Fplutus-pairtrading","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ffox-techniques%2Fplutus-pairtrading","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffox-techniques%2Fplutus-pairtrading/lists"}