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pairs trading threshold
Started:October 11th, 2014 (10:38 PM) by alecase Views / Replies:219 / 1
Last Reply:October 11th, 2014 (10:38 PM) Attachments:0

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pairs trading threshold

Old October 11th, 2014, 10:38 PM   #1 (permalink)
Trading Apprentice
ottawa canada
Futures Experience: Beginner
Favorite Futures: es
Posts: 4 since Oct 2014
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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 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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Old October 11th, 2014, 10:38 PM   #2 (permalink)
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