can't one just automate the ideas in this book:...
sadly, at least one of the author's of the pairs trading article I quoted, Mark Conway, is in prison and I assume can't get email:...
Thanks....is there any theory behind it? Var(X-Y) = Var(X) + Var(Y) - 2Cov(X,Y) and all that, but their VB formula seems ad hoc; or at least I...
I though this was posted but didn't see it up yet........sorry if this is a repeat. I have a math question from the following TASC paper on...
Hi: There is an older article from TASC about pairs trading. In the article they define the spread as Spread = (LastA/CloseA) â...
I've been sort of doing the following (paper trading) with moderate success. it is too simple though so would love any insights or extensions.......
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