Pairs Trading algorithmic and program trading V. 15.7.5. - PART III

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Uploaded by on Aug 18, 2009

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 Brokerss TWS Application Programming Interface (TWS API).

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  • Great work.

    The result of live trading is interesting.

    Excel is not the fastest tool for automated trading but it may be good when using on H4 and D1 charts. Developers opinion is of interest.

    Regards, Alex.

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