Forum: Stocks and ETFs
February 13th, 2015, 09:35 PM
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Replies: 3
Views: 1,744
principal component analysis
good morning everyone
I'm doing a principal components analysis of the US market, canadian and Italian. financial services sectors, oil and gas and technology.
I would like to know if...
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Forum: Trading Journals
October 11th, 2014, 10:38 PM
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Replies: 1
Views: 1,039
pairs trading threshold
Good morning everyone
I'm implementing, step by step, a pairs trading strategy in matlab and I'm using a fixed threshold (constant + 1 and -1), but I think it’s not the best solution.
I'd like to...
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