About meAlphaLab Quant team uses modern Data Science coupled together with hands-on trading and technology experience to produce high Sharpe ratio indicators and strategies. For more info on cloud API visit our web site: http://www.alphalab-tech.com
Joined 2 years ago
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 ...
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 ...