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pairs trading threshold


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pairs trading threshold

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alecase
ottawa canada
 
 
Posts: 4 since Oct 2014
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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 itís not the best solution.
I'd like to know if there is any other threshold that I can use with this strategy.
Thanks for your cooperation

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