Gold Silver Pair Trading - Mean Reversion Strategy Using Machine Learning

Description: This dataset supports the study “Gold–Silver Pair Trading – Mean Reversion Strategy Using Machine Learning.”It contains both raw and processed data used to analyze mean-reversion dynamics between gold and silver futures. Detailed analysis is available on: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5710242 OR https://www.researchgate.net/publication/397316399_Gold_Silver_Pair_Trading_-Mean_Reversion_Strategy_Using_Machine_Learning Raw Data:Daily closing prices downloaded from Investing.com (continuous Gold and Silver Futures contracts).Covers October 2015 – October 2025, excluding weekends and market holidays.These serve as the base for ratio, spread, and Z-score calculations. Processed Data:The derived file gold_silver_live_panel.csv includes computed ratios, rolling statistics, Z-scores, volatility features, macro proxies, and machine-learning classification labels. Visualizations:Charts illustrate spread behavior, hedge ratio updates, and strategy performance metrics. This dataset accompanies the research paper “Gold–Silver Pair Trading – Mean Reversion Strategy Using Machine Learning” and is provided for transparency and reproducibility.