This is a demo of a pair trading strategy based on Nautilus Trader for non profit purposes as research and education.
The original version is on Interactive Brokers (IB), with 10s bar / kline data specified by nautilus trader internal methods and
it's written by Brad, Nautilus core contributor and senior quant researcher with experiences in Optiver and IMC.
This version is a Modified version using high freq tick data on crypto exchanges, modified by Jerry, a quant researcher and prop trader specilized in crypto market.
The modification is in progress and will be updated aperiodically.