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- Pairs trading strategy on bond futures
Hello everyone, I am new here. Here is a simple pairs trading formula for calculating the spread ...
http://www.youtube.com/watch?v=82YATGd_C6Q url file
I just saw I made a mistake in the title. Everybody should have figured it out. "Statistical arbitrage courses" instead of "Statitstical arbitrage courses". Anyway, here is a statement for the trades that I made between the December 17th and 19th ...
basket trading = statistical arbitrage with more than two assets (in general a basket of pairs are more stable (cointegrated) in time than two currency pairs). We could name basket trading a form of statistical arbitrage (is worked well in stocks, ...
Hello everyone, I am new here. Here is a simple pairs trading formula for calculating the spread ...
Hello everyone, Here is a simple pairs trading strategy on the eurobund/bobl futures. The two assets are very correlated. The resultas are pretty good. I think the same strategy could be applied on the US bond futures market and the UK bond futures ...