NexusFi - Search Results

Showing results 1 to 3 of 3
Search: Posts Made By: Nicolas11

Forum: Traders Hideout

September 19th, 2013, 03:33 PM

Replies: 120

Spread / Pairs Trading - the allure and the reality

Views: 86,688

Posted By Nicolas11

josh , I would like to clarify that I have...

josh ,

I would like to clarify that I have never traded spread. I am just interested in the subject.

R could be a free alternative to Matlab.

Nicolas

Forum: Traders Hideout

September 19th, 2013, 02:59 PM

Replies: 120

Spread / Pairs Trading - the allure and the reality

Views: 86,688

Posted By Nicolas11

Perhaps because there is much more chance that a...

Perhaps because there is much more chance that a cleverly-built spread be mean-reverting than a given security. And there are statistical tools to check this capacity of mean-reversion. On this...

Forum: Traders Hideout

September 17th, 2013, 04:11 AM

Replies: 120

Spread / Pairs Trading - the allure and the reality

Views: 86,688

Posted By Nicolas11

Hi, I think that the idea is indeed to fade...

Hi,

I think that the idea is indeed to fade deviations of the spread compared to its mean.

But only if the spread is built between 2 instruments which are highly correlated (actually:...

Showing results 1 to 3 of 3

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

View Results Discuss Poll