Pair Trading strategy in Nepse: Mean Reversion Strategy

So guys like i said before i did my work on the pairs

You can find them here:



Two stocks from different sectors being cointegrated is kinda sus so be careful with the SHIVM/SJLIC pair

There is a 95% chance that there pairs are cointegrated as of 25/01/2024. Future trends can change this but not in the short term. So this will likely hold true for a month maybe. Not sure. Also not sure why its mostly hydro. I have not personally traded using this strategy. I will start back testing now and see if it is actually a viable technique. Preliminary tests seem good. To learn more you may check this link: [Pair Trading in Nepse – Quant Trading Strategies (](

This is not an investment advice.If you wish to try it out do it at your own risk.

View on r/NepalStock by ShreShreShreShreShre


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