Requirements

Read in Data $(15\%)$

Read in remote stock data for two companies using Yahoo Finance, Quandl, or some other remote data provider.

Pairs Trade $40\%)$

Construct a pairs trade with the company data from the previous step. Show how much a dollar invested in the position would grow over time.

Graphs $(20\%)$

Graph the results for the portfolio.

Margin $(25\%)$

Calculate the margin requirements for your short position. Assume your initial margin is $50\%$ and your maintenance margin is $35\%.$ Assume that when you get a margin call you must bring your margin back up to the initial margin. Track during each investment period the total capital you must allocate to the pairs trade and the total allocated over the life of the position.