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From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading

(Last Updated On: December 14, 2016)

From 4700 USA deep scanned stocks to 15 long short pairs for arbitrage pair trading

From what i see, this does have potential for intraday analysis and live trading. Long term position holds are not worthy of the risk esp in this upward moving market. Lots of testing is still needed to determine potential of this strategy.

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