Equity pairs. Thanks for the Knight tip. I've got a call into them now. Best regards
Hi everyone, I am looking for recommendations for good pair trading execution software. (Just to be clear not looking for a pair trade...
Bone, thanks for your post. The offer still stands for discussion offline. We've got a long list of statistical methods some of which we've...
Hi RK. I have nothing to sell. It's just an invitation to have an exchange of ideas that goes beyond what can be handled in a chat room format.
My partner and I have used and tested a variety of statistical methods for automated pairs and would like to exchange ideas with others who may...
Google Statistical Arbitrage High Frequency Eurostoxx 50. Author is Dunis et. al.
Pardon my ignorance, but why would you not wish to test cointegration for intraday pairs trading? What would you recommend as a better signal? I...
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