As part of the CSU Fullerton CIC-PCUBED 2025 Summer Research Program, this research project explores the correlation, spread behavior, and cointegration of Google (GOOGL) and Meta (META) daily stock prices between 2012 and 2022.
This project was made using Python 3.13.5
This research project aims to:
- Apply statistical modeling and Python programming to real-world financial datasets
- Investigate the feasibility of pairs trading using highly correlated but potentially non-cointegrated assets
- Understand long-run equilibrium behavior through cointegration testing
