diff --git a/.gitignore b/.gitignore
new file mode 100644
index 0000000..ae5fd92
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,22 @@
+# Python
+__pycache__/
+*.py[cod]
+*.egg
+*.egg-info/
+*.pyo
+
+# Virtual environments
+venv/
+.env
+
+# Jupyter notebooks
+.ipynb_checkpoints
+
+# Data
+*.csv
+*.h5
+*.parquet
+
+# OS files
+.DS_Store
+
diff --git a/README.md b/README.md
index 0778f7d..d655185 100644
--- a/README.md
+++ b/README.md
@@ -1,2 +1,27 @@
-# pairtrader
-Stastically Arbitrage opportunity may be exploided via RL/DL. Stay tunned for more
+# Pair Trading with Reinforcement Learning
+
+This repository contains a toy framework for experimenting with pair trading using reinforcement learning.  It provides helpers for fetching price data, a simple trading environment and training scripts for three different RL algorithms.  The goal is to showcase the basic workflow rather than provide a production-ready solution.
+
+## Setup
+
+```bash
+python -m venv venv
+source venv/bin/activate
+pip install -r requirements.txt
+```
+
+## Usage
+
+The main entry point is `main.py`. It downloads daily close prices (with dividends and splits auto-adjusted) for 20 S&P 500 tickers. The prices are saved under `data/` using a file name such as `S&P-2015-01-01--2020-01-01.csv`. The script prints the correlation matrix of the prices and then trains RL agents (PPO, DQN and SAC).
+
+```bash
+python main.py --start 2015-01-01 --end 2020-01-01
+```
+
+The code is for educational use. It is not production ready and should be extended for a full dissertation.
+
+Data is downloaded using `yfinance`. If internet access is unavailable the script
+falls back to a small set of hard coded tickers.
+
+Only the adjusted close prices are used when computing the stock correlation matrix.
+
diff --git a/agents/__init__.py b/agents/__init__.py
new file mode 100644
index 0000000..e69de29
diff --git a/agents/ddqn_agent.py b/agents/ddqn_agent.py
new file mode 100644
index 0000000..b406ae4
--- /dev/null
+++ b/agents/ddqn_agent.py
@@ -0,0 +1,12 @@
+from stable_baselines3 import DQN
+from stable_baselines3.common.vec_env import DummyVecEnv
+from trading.pair_trading_env import PairTradingEnv
+import pandas as pd
+
+
+def train_dqn(prices: pd.DataFrame, pair: tuple[str, str], timesteps: int = 10000) -> DQN:
+    env = DummyVecEnv([lambda: PairTradingEnv(prices, pair)])
+    model = DQN("MlpPolicy", env, verbose=0)
+    model.learn(total_timesteps=timesteps)
+    return model
+
diff --git a/agents/ppo_agent.py b/agents/ppo_agent.py
new file mode 100644
index 0000000..196de85
--- /dev/null
+++ b/agents/ppo_agent.py
@@ -0,0 +1,12 @@
+from stable_baselines3 import PPO
+from stable_baselines3.common.vec_env import DummyVecEnv
+from trading.pair_trading_env import PairTradingEnv
+import pandas as pd
+
+
+def train_ppo(prices: pd.DataFrame, pair: tuple[str, str], timesteps: int = 10000) -> PPO:
+    env = DummyVecEnv([lambda: PairTradingEnv(prices, pair)])
+    model = PPO("MlpPolicy", env, verbose=0)
+    model.learn(total_timesteps=timesteps)
+    return model
+
diff --git a/agents/sac_agent.py b/agents/sac_agent.py
new file mode 100644
index 0000000..e48d3aa
--- /dev/null
+++ b/agents/sac_agent.py
@@ -0,0 +1,12 @@
+from stable_baselines3 import SAC
+from stable_baselines3.common.vec_env import DummyVecEnv
+from trading.pair_trading_env import PairTradingEnv
+import pandas as pd
+
+
+def train_sac(prices: pd.DataFrame, pair: tuple[str, str], timesteps: int = 10000) -> SAC:
+    env = DummyVecEnv([lambda: PairTradingEnv(prices, pair)])
+    model = SAC("MlpPolicy", env, verbose=0)
+    model.learn(total_timesteps=timesteps)
+    return model
+
diff --git a/data/__init__.py b/data/__init__.py
new file mode 100644
index 0000000..e69de29
diff --git a/data/download_data.py b/data/download_data.py
new file mode 100644
index 0000000..b0879fd
--- /dev/null
+++ b/data/download_data.py
@@ -0,0 +1,48 @@
+import yfinance as yf
+import pandas as pd
+import requests
+from typing import List
+import io
+
+
+def get_sp500_tickers() -> List[str]:
+    """Return a list of S&P 500 tickers.
+
+    Attempts to fetch the component list from Wikipedia. If the request fails
+    (e.g. due to lack of internet access), a fallback list of large cap stocks
+    is returned.
+    """
+    url = "https://en.wikipedia.org/wiki/List_of_S%26P_500_companies"
+    try:
+        html = requests.get(url, timeout=10).text
+        tables = pd.read_html(io.StringIO(html), flavor="bs4")
+        tickers = tables[0]["Symbol"].tolist()
+        tickers = [t.replace(".", "-") for t in tickers]
+    except Exception:
+        # Fallback list (20 tickers) if network access is not available
+        tickers = [
+            "AAPL", "MSFT", "GOOGL", "AMZN", "META",
+            "NVDA", "BRK-B", "JPM", "JNJ", "V",
+            "PG", "XOM", "UNH", "HD", "MA",
+            "CVX", "LLY", "MRK", "ABBV", "PEP",
+        ]
+    return tickers[:20]
+
+
+def download_price_history(tickers: List[str], start: str, end: str) -> pd.DataFrame:
+    """Download adjusted close prices for the given tickers."""
+    try:
+        data = yf.download(
+            tickers,
+            start=start,
+            end=end,
+            auto_adjust=True,
+            progress=False,
+            threads=False,
+        )["Close"]
+    except Exception as exc:
+        raise RuntimeError("Failed to download price data") from exc
+
+    data = data.dropna(axis=0, how="all")
+    return data
+
diff --git a/main.py b/main.py
new file mode 100644
index 0000000..5ecd3c3
--- /dev/null
+++ b/main.py
@@ -0,0 +1,51 @@
+import argparse
+import pandas as pd
+from sklearn.preprocessing import StandardScaler
+from data.download_data import get_sp500_tickers, download_price_history
+from agents.ppo_agent import train_ppo
+from agents.ddqn_agent import train_dqn
+from agents.sac_agent import train_sac
+from pathlib import Path
+
+
+def main(start: str, end: str):
+    tickers = get_sp500_tickers()
+    prices = download_price_history(tickers, start, end)
+    data_dir = Path("data")
+    data_dir.mkdir(exist_ok=True)
+    filename = data_dir / f"S&P-{start}--{end}.csv"
+    prices.to_csv(filename)
+
+    # Pair selection based on correlation
+    corr = prices.corr()
+    print("Correlation matrix:")
+    print(corr)
+    corr_pairs = (
+        corr.stack(future_stack=True)
+        .reset_index(name="corr")
+        .rename(columns={"level_0": "stock1", "level_1": "stock2"})
+    )
+    corr_pairs = corr_pairs[corr_pairs["stock1"] != corr_pairs["stock2"]]
+    corr_pairs = corr_pairs.sort_values(by="corr", ascending=False)
+    pair = (corr_pairs.iloc[0]["stock1"], corr_pairs.iloc[0]["stock2"])
+    print(f"Selected pair: {pair}")
+
+    # Scale spreads for environment
+    scaler = StandardScaler()
+    prices[pair] = scaler.fit_transform(prices[pair])
+
+    print("Training PPO...")
+    train_ppo(prices, pair, timesteps=5000)
+    print("Training DQN...")
+    train_dqn(prices, pair, timesteps=5000)
+    print("Training SAC...")
+    train_sac(prices, pair, timesteps=5000)
+
+
+if __name__ == "__main__":
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--start", type=str, required=True)
+    parser.add_argument("--end", type=str, required=True)
+    args = parser.parse_args()
+    main(args.start, args.end)
+
diff --git a/requirements.txt b/requirements.txt
new file mode 100644
index 0000000..4e0e390
--- /dev/null
+++ b/requirements.txt
@@ -0,0 +1,9 @@
+pandas
+numpy
+matplotlib
+yfinance
+stable-baselines3
+gymnasium
+scikit-learn
+requests
+torch
diff --git a/trading/__init__.py b/trading/__init__.py
new file mode 100644
index 0000000..e69de29
diff --git a/trading/pair_trading_env.py b/trading/pair_trading_env.py
new file mode 100644
index 0000000..11af13b
--- /dev/null
+++ b/trading/pair_trading_env.py
@@ -0,0 +1,51 @@
+import numpy as np
+import pandas as pd
+import gymnasium as gym
+from gymnasium import spaces
+
+
+class PairTradingEnv(gym.Env):
+    """A simple pair trading environment for RL."""
+
+    def __init__(self, prices: pd.DataFrame, pair: tuple[str, str]):
+        super().__init__()
+        self.prices = prices[list(pair)].dropna()
+        self.pair = pair
+        self.current_step = 0
+
+        # Observation: price spread
+        self.observation_space = spaces.Box(low=-np.inf, high=np.inf, shape=(1,))
+        # Actions: 0 -> hold, 1 -> long first/short second, 2 -> short first/long second
+        self.action_space = spaces.Discrete(3)
+        self.position = 0  # -1 short pair, 0 flat, 1 long pair
+        self.entry_price = 0.0
+
+    def reset(self, seed=None, options=None):
+        super().reset(seed=seed)
+        self.current_step = 0
+        self.position = 0
+        self.entry_price = 0.0
+        return self._get_obs(), {}
+
+    def _get_obs(self):
+        spread = self.prices.iloc[self.current_step, 0] - self.prices.iloc[self.current_step, 1]
+        return np.array([spread], dtype=np.float32)
+
+    def step(self, action: int):
+        done = False
+        reward = 0.0
+        if action == 1 and self.position == 0:  # long first, short second
+            self.position = 1
+            self.entry_price = self._get_obs()[0]
+        elif action == 2 and self.position == 0:  # short first, long second
+            self.position = -1
+            self.entry_price = self._get_obs()[0]
+        elif action == 0 and self.position != 0:  # close position
+            reward = self.position * (self.entry_price - self._get_obs()[0])
+            self.position = 0
+
+        self.current_step += 1
+        if self.current_step >= len(self.prices) - 1:
+            done = True
+        return self._get_obs(), reward, done, False, {}
+