In this code, we will determine ways for the pairs trading strategy such as the correlation and the cointegration of the companies Mastercard and Visa. We have made two main files called the Cointegration.hpp, Cointegration.cpp, Correlation.hpp, and Correlation.cpp. We have stored the data in the '.dat' files where each company has the Normalized Values (scaled from 0 to 1 linearly) and the other are the actual stock prices which are also referred to as the 'Adjusted Close'. Through this data, we can determine if the two companies are correlated or not and whether they have any cointegration or no.
The result is that the companies are highly correlated and they have a positive correlation as well. The correlation is calculated as 0.96 which means that as the stock prices for Mastercard go up, Visa comes down.