Statistical arbitrage

Discussion in 'Trading Systems and Strategies' started by k_f, Jul 20, 2015.

  1. k_f

    k_f Trader

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    I finished my statistical arbitrages. Result of tests are in the attachements.
     

    Attached Files:

  2. eyeball

    eyeball Master Trader

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    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
     
  3. Enivid

    Enivid Administrator Staff Member

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    Yeah, the results look interesting but are rather useless without further info.
     
  4. jellyeb

    jellyeb Active Trader

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    Would you be so kind to share ideas with other members of how to built same profit curves?:)
     
  5. DarkMindFX

    DarkMindFX Trader

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    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).
     
  6. DarkMindFX

    DarkMindFX Trader

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    Does this thread still alive?
     

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