has anyone seen a program that attempts to log into a pairs trade? I'm trading futures pairs using the ratio of the pair to trigger buys and sells. Problem is...going to the market when I get a trigger leads to bad fills in fast markets or non liquid markets. Is there a way for the program to bid/offer two futures contracts and preserve the ratio without getting run over?
I don't have HF execution ,so not sure if it is possible. If it is possible I'd pay for a solution
thanks
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