Uploaded by oviana on Nov 13, 2009
Pairs Trading Algorithmic Progam Trading Final Tests #001
This video is for educational purposes only.
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3 PAIRS (6 legs) = 8 independent program modules
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V.15.7.8 to ATM | Investor Association
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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).
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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
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Standard YouTube License
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