Discussion in 'Trading Systems and Strategies' started by k_f, Jul 20, 2015.
I finished my statistical arbitrages. Result of tests are in the attachements.
Please define,with collateral math, statistical arbitrage. Or if math not available or appropriate, a defining narrative with detailed explanation will suffice. Thank you-EB
Yeah, the results look interesting but are rather useless without further info.
Would you be so kind to share ideas with other members of how to built same profit curves?
Looks veeeeery interesting.
But I wonder: these tests were done on real account?? Why I'm asking: I don't quite understand how to backtest arbitrage strategies with regular software (I'm using Metatrader).
Does this thread still alive?
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