Statistical arbitrage

[k_f]

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

 

[eyeball]

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

 

[Enivid]

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

 

[jellyeb]

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

Would you be so kind to share ideas with other members of how to built same profit curves?🙂

 

[DarkMindFX]

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

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).

 

[DarkMindFX]

Does this thread still alive?