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StatArb is one of the most profitable trading strategies employed by trading professionals, Hedge Funds and Proprietary Trading firms. Now the same signals are available for everyone.
Green circle is "Buy Spread" when you buy the higher pair and sell the lower pair, red circle is the opposite. "+" and "-" are suggested stop loss and take profit levels. The grey...
Statistical Arbitrage is not new, but the key is execution. Pair or basket selection has to be based on fundamental research not pure statistics. In addition, proper time frame, stop loss and take profit selection make a difference between success and failure. The example provided is a pair trading strategy AUDUSD vs XAUUSD on a 15 minutes time frame.