Uploaded by oviana on Nov 7, 2009
Pairs Trading Algorithmic Progam Trading Test #146
This video is for educational purposes only.
-----------------------------------------------------------------
Im doing some usability testing to see if I need to improve something, and I'll write a small macro to create an (stop) alert (msgbox) to the general account. Ill finish this today.
In general, I think the program is functioning correctly, but I want to do a long test run tomorrow to the risk/money management (consolidate account file) just to see if is everything functioning correctly.
To run all applications at the same time (which is impossible with a slow computer processor) you need at least 8MG RAM and a dual Core 3.12Gz (or a 4MG Ram and core duo processor). A Quad Core is recommended if you want get the most out of it.
----------------------------------------------------------------------
V.15.7.8 to ATM | Investor Association
------
Pairs Trading or Statistical Arbitrage is a market neutral strategy that attempts to capture the spread between opposite positions in two highly correlated different stocks when the price relationship diverges outside of historical ratio. Pair Trading algorithmic and program trading V.15.7.5 is a useful real-time algorithmic and program trading system used as a pair trading strategy in stocks. This trading tool, as the name suggests, is a complete auto piloted system that can be used without any human intervention. You can just leave the system running and the program will continue trading in accordance to the price of the stocks based on the custom build signals. This is a Pairs Trading Strategy system for Microsoft Excel 2007 for execution on the Interactive Brokers Platform through Interactive Brokers TWS Application Programming Interface (TWS API).
Category:
Tags:
- Pair
- Trading
- Pairs
- Tradestation
- Statistical
- Arbitrage
- market
- neutral
- KF
- Kalman
- Filter
- algorithmic
- program
- real-time
- ratio
- spread
- equal
- dollar
- residual
- convergence
- cointegration
- correlation
- Excel
- VBA
- Code
- TWS
- API
- Metrics
- backtesting
- pairs
- trading
- stock
- sharpe
- information
- kurtosis
- max
- drawdown
- profit
- facto
- peak
- valley
- winners
- loser
- holding
- period
- time
- in
- investor
- association
- octavio
- viana
License:
Standard YouTube License
-
1 likes, 0 dislikes
5:50
TCT Pairs Trader, Pairs Trading Strategy on NinjaTraderby pairstrader1,955 views
0:12
Pairs Trading Algorithmic Progam Trading Test #147by oviana198 views
8:01
Pairs Trading algorithmic and program trading V. 15.7.5. - PART IIby oviana2,027 views
4:56
Pairs Trading Algorithmic Progam Trading Test #145by oviana983 views
6:26
Patrick Dyess - Live desktop screencast of my trading console. Part 6by patrickdyess390 views
3:12
Forex Trading - The Most Important Rule of Algo Tradingby BKTraderFx3,399 views
6:56
FX Algo Trader Statistical Arbitrage Software Overview (www.fxalgotrader.com)by FXAlgoTrader7,734 views
8:46
Institutional Pairs Trading Hedge: Learn how to pairs trade with Ichimoku Live Exampleby sunman40084,031 views
0:46
Pairs Trading - Back Test Master control account.aviby oviana221 views
9:56
Algorithms: Setup and Execution of the Shakeby CyborgTrading6,934 views
8:27
Cointegration, Pairs Trading & Statistical Arbitrageby MrNChoudhury634 views
8:27
MATLAB Pairs Trading / Statistical Arbitrage Exampleby intradaystocktrading8,922 views
5:17
Day Trading Robot Systemby babs38195 views
0:59
Automated Trading - Interactive Brokers C++ Sample Application Source Code to Demo Their APIby bige1431432,883 views
4:14
TCT Pairs Trader: Using PairsTrader in NinjaTrader chart for Pairs Tradingby pairstrader1,479 views
0:29
Pairs Trading Platform Intra Day Analysisby fuzzcode442 views
7:25
Using HRB in a pairs tradeby lylearn2,005 views
1:31
Pairs Trading Platform Batch Analysisby fuzzcode1,215 views
9:38
Daniel Dennett - Is Evolution an Algorithmic Process? Part 3by 82abhilash6,735 views
0:52
Pair Trading Tool Software Application Strategyby psarid1,418 views
- Loading more suggestions...
Link to this comment:
All Comments (0)