Please excuse the bad English via Google Translate.
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If you received a second signal, checked it on the dashboard forexpairtrading.com. If there is a signal, but the conditions are not met, just ignore it.
Sometimes, the connection between couples can weaken for a while, and then strengthen again.
DislikedHi everyone, After a lot of time and work, I get to automate and run the first version of a bot based on pair trading, stationarity and cointegration. Today I get to run the first "stable version" and Im sharing some of my tests and results. -Im using 1440 periods of 1 minute, but previous to any calculation(ADF and others) I apply logarithm -My Entry, StopLoss and TakeProfit is based on deviations of Spread: For entry i use 2 deviations from the mean For SL i use 1 deviations from the entry And for TP 2 deviations from the entry or spread <> mean...Ignored
DislikedHi everyone, After a lot of time and work, I get to automate and run the first version of a bot based on pair trading, stationarity and cointegration. Today I get to run the first "stable version" and Im sharing some of my tests and results. -Im using 1440 periods of 1 minute, but previous to any calculation(ADF and others) I apply logarithm -My Entry, StopLoss and TakeProfit is based on deviations of Spread: For entry i use 2 deviations from the mean For SL i use 1 deviations from the entry And for TP 2 deviations from the entry or spread <> mean...Ignored
DislikedHello to everyone, I mean if there is a relationship like KO and PEP in stocks then you do not need to measure cointegration, because you know they are mean-reverting (also short term here). But to measure cointegration short term in FX, is like to say they do mean-revert, because of that statistical measure so just a definition by itself. Of course out-of-sample tests, you can do walk forward tests also in the past on unseen data too, do tell us more here, how long that pair combi has been working. It is like a bit to say, ok they do work mean-revert,...Ignored