I'm currently designing a program used to evaluate a pairs trading strategy. It's just about done and now it's time to unleach some concepts on this beast. If you are interested in doing the same thing, PM ME and we'll do this together (bounce ideas around and such) Thanks
hey there, I'm doing the same kinda thing. I've been in development for about a year now...fully automated pairs trading startegies. Have you done much backtesting? I've done quite a bit of live trading with mixed results
Did this awhile back. So what's everyones approach to modeling pairs and "baskets of pairs"<-thats the fun one anyone.
I think that will be a good thing if you guys could explain shortly what did you work on, what you put exactly behing the "pairs trading" and what kind of result you want to reach? Is it just some kind of long/short strategy for example, a way to find arbitrage opportunities..? thank you.