Welcome back everyone, finally I have found a little time to get around to finishing off this short series on **Python Backtesting Mean Reversion** strategy on ETF pairs.

In the last post we got as far as creating the spread series between the two ETF price series in question (by first running a linear regression to find the hedge ratio) and ran an Augmented Dickey Fuller test, along with calculating the half-life of that spread series to see whether it was a decent candidate for a tradable strategy pair.