I tried paper trading on different loopbacks. When you increase stdev loopbacks you get less trades and it takes more time for them to converge,...
If loopback is on daily data (I believe that you still use hourly prices for your loopback calcs), then I would assume that most of your trades...
AFAIK PTF doesn't support intaday loopbacks. Which lookback period do you use for your STDEV calcs (I believe you're not using any correlation...
May be I will share not the brightest idea, but why not to paper test ETF pairs (or stocks) intraday which correlate on a longer time frame ?...
I believe that commissions will eat all the profits, especially, on the small capitals.
ar1zona, do you need to identify pairs which converge/diverge within one day? If you're talking about regular Z distances (2.0 to track...
He asks $500 for PTF or his robot, hence, he needs just 2000 purchases to make a mil. But youe can make much more (and much quicker) on prop....
If it really had, he could have started a serious 1B hedge fund already rather then spamming over e-mails like "how to create an iPhone...
I've put together a simple Java program which reads all the stocks from Yahoo Finance, gets the 500 day historical prices for all the stocks for...
Yes, virtually (on paper) though. I have a universe of over 800 backtested pairs with the only criterias of a) pair being correlated with avg...
I started my paper trading on Nov 17 and by Dec 17 I was about 4.6% when margined 100% with RegT. Out of more then 250 completed trades I lost...
Can you guys pls share how you deal with rogue trades? I am not talking about the ones which diverge more, but more about the ones which do not...
mpat89, I would believe this is quite a normal thing when the ratio continues to diverge until the trend reverses (which will happen sooner or...
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