- Search Energy EXCH
- surfeur replied Dec 11, 2014
What inputs are you using? It looks very interesting
Machine Learning with algoTraderJo
- surfeur replied Nov 6, 2014
45.75 ... USD/RUB never died
lol Who play with this pairs ?! strange ..USD/RUB
- surfeur replied Nov 3, 2014
OLS regression say 1 lot Eurostoxx vs 0.73 lots CAC40.
Pairs trading strategy on bond futures
- surfeur replied Nov 3, 2014
Not too bad TheArbitrage
Equity of setup number 13. period of return=10 threshold=1. Question : I don't understand below ?! >Value point CAC 40 1 EUROSTOXX 50 1.3 In your backtest you setup fees ? Slippage ?Pairs trading strategy on bond futures
- surfeur replied Nov 1, 2014
Very nice perf Kasia !! it' s ready for start in real mode ? It's based only on correlation ? I think there are more divergence of correlation on Crude vs WTI... You haven't test EURSTOXX vs CAC ?
Pairs trading strategy on bond futures
- surfeur replied Nov 1, 2014
Sound good Kasia, you trade only on Daily time frame ?
Pairs trading strategy on bond futures
- surfeur replied Oct 31, 2014
Thanks. I want test on EUROSTOXX50 vs CAC40 CFD.
Pairs trading strategy on bond futures
- surfeur replied Oct 31, 2014
Okay but how you calculate the quantity ? if i want test on another instrument.
Pairs trading strategy on bond futures
- surfeur replied Oct 30, 2014
you enter same quantity on the both side ?
Pairs trading strategy on bond futures
- surfeur replied Oct 30, 2014
I like this day
need x4 same and all is good 
What time the meeting RCB tomorrow please ?USD/RUB