Hello, I was hoping that someone may have a good suggestion for testing the viability of a pair based on intra-day (say 1-minute closing...
Just curious, how much intra-day margin would a hedge fund with $50mm get? 6:1?
Hello, I've been backtesting an intra-day pair strategy, and commissions and slippage appear to impact the profitability by an estimated 60%...
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