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Pair_Trading_Sandipayan

Pair trading

2 responses

interestingly, i started the algo at a different starting time and it decided to make the opposite orders.

Yes, it does that. I am new to algo trading and I have been seeing even for a slight change in the time frame and a slight change of the parameter values produce significant difference in return. Also if you back test the same code with same time frame again, you might find a different result.. Still trying to find an answer ...