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Question: How to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated

Question: How to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated ? From a reader: Do you show how to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated ? I say: Just go to quantcode.com. …

Question: How to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated Read More »

I am currently researching multicurrency diversification and correlated hedging as a zero risk/absolute return/market neutral strategy.

currently researching multicurrency diversification and correlated hedging as a zero risk/absolute return/market neutral strategy. Having seen some stunning results by others using this approach, I want to develop a purely TA intraday algo strategy, making simultaneous entries and exits from analysis either on a 1H,4H or D1 TF. If you have had some success trying …

I am currently researching multicurrency diversification and correlated hedging as a zero risk/absolute return/market neutral strategy. Read More »

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