Introducing Automated selection of long and short for pair trading with a nice profitable spread example
Automated selection of long and short for pair trading with a nice profitable spread example
Here is an example of one simple trading idea that could result in a profitable trading spread over a few months
– See more at: http://quantlabs.net/blog/2014/10/automated-selection-of-long-and-short-for-pair-trading-with-a-nice-profitable-spread-example/#sthash.W535aPS6.dpuf
I even povide SQL for the database on this