Have been looking into the idea of trading statistical pairs (e.g. Buy SBRY, Sell TSCO) and have started doing some backtesting.
Was wondering if anyone has experience of this and has any advice to offer?
I'm mainly looking at the longer-term plays (2-3 weeks) rather than high-frequency but any info gratefully received.
Rob
Was wondering if anyone has experience of this and has any advice to offer?
I'm mainly looking at the longer-term plays (2-3 weeks) rather than high-frequency but any info gratefully received.
Rob
