pair trading strategy in commodities
Algo Trading
Pairs Trading with Optimized Positions danamp; Exit Rules
Concrete examples, performance summary, and python package
Tim Leung, Ph.D.
Aug 2, 2022 ·5 min take
Pairs trading is among the most popular trading strategies in many another markets, ranging from equities and ETFs to currencies and futures markets. It involves taking simultaneous positions in two correlated assets. The idea is that while…
pair trading strategy in commodities
Source: https://towardsdatascience.com/pairs-trading-with-optimized-positions-exit-rules-811fa0c6be91
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