Pair Trade

BOVA11/SMAL11B3

描述

⋅ Jan 25, 2020 4:06 PM

Pair trade with inputs:
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short

版本注释

⋅ Jan 25, 2020 5:35 PM

Better spread thresholds for BOVA11 / SMAL11.

wa1one

⋅ Jan 14, 2022 10:10 PM

I don't understand really. you need to sell beta amount of stocks, where this condition here?

mindpowerunleashed90

⋅ Apr 29, 2022 10:52 AM

Te voy a estar eternamente agradecido, que lo sepas