It does also support online cointegration tests now: https://www.pairtradinglab.com/analyze...
You may want to take a look on www.pairtradinglab.com
Hello everybody, I have some news about the pairtradinglab website - it now contains a searchable database of about 350,000 pre-screened pairs...
pairtradinglab.com news: - you can register and login - while logged in, all backtests/studies you do are stored in your profile and you can...
PTL website works with Google Finance data, so if you are not able to find your symbol on Google or there is no "Download to spreadsheet link", it...
What is the full symbol on Google Finance? I am unable to find such a symbol (^DJI) - the closest what I can see there is "INDEXDJX:.DJI", which...
I get data from Google Finance currently. You can use any symbols from Google Finance, for which Google provides historical data to download (it...
Yes, cointegration is powerful indicator saying the pair might be good, but even for pair showing decent cointegration, for my own trading I would...
Good news here...we decided that captcha will no longer be required to be filled everytime, instead, it will be required once a few...
OK Let me explain: There are few approaches how to trade pairs. The most popular one (also the one we use at pairtradinglab) works with ratio...
Good point about the captcha vs point clicking though. Will think about it, but no promises at this point...
Hello, right now the website is just meant to be a tool to confirm suspiction/profitability just as you say. But there are plans to extend its...
Did a big update today - you can create studies. Explanation: Studies are essentially multi-backtests performed on whole ranges of indicator...
I have altered the backtester so now it uses only Close prices in order to calculate the max drawdown and equity chart. The trick to show lowest...
OK, you should be able to use any Google Finance instruments now. Example FXE vs FXB: http://www.pairtradinglab.com/backtests/Tr0QmBoyvfCrhgPE
If anyone is interested, I have created a website where you can backtest your pairs online. It uses the C++ based backtester I use for screening...
I think this is a way too pessimistic estimation. I think 35-55% yearly can be achieved using standard 1:2 leverage (at least this is performance...
Hello, first, thank you all for a very nice thread. Reading it from the beginning and now on page 180 :) I am now setting up a pair trading...
I am now developing my pair trading strategy in OpenQuant. So far looks suitable, but I need still to figure out how to implement some details,...
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