Searches pairs from yahoo finance and sorts them by adf statistics. Calculates profit of the top 50 pairs.

Prerequisite
The only perquisite is an internet connection.

There are 2 strategies used for back testing:
1.Calibrate regression parameters using test period data of 1 year, and use the same calibrated values through out the test period.
2.Calibrate regression parameters using the previous 252 days of data on each each test date. (we hope that this will prevent loss during scenario when the ratio has been moved or shifted permanently.


TBD :
- Create a strategy of entering/exiting spread when spread enters back into the zone after crossing the thresholds
- Create a strategy of continuous re-balancing
- Add transaction cost