Uploaded by oviana on Nov 7, 2009
Pairs Trading Algorithmic Progam Trading Test #145
This video is for educational purposes only.
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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.
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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
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- dollar
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- convergence
- cointegration
- correlation
- Excel
- VBA
- Code
- TWS
- API
- Metrics
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- octavio
- viana
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