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S&P 500 Pairs Trading

Hi All,

I'm trying to make an algorithm that pair trades various equities in my version of the S&P 500. I got the code to run but can't figure out why it won't place any trades. If anyone could please help me figure out why, that would be great.

Thanks,

Rohit

1 response

Here's the algo from Ernie Chan which I based mine off of. Again, if anyone could give me some insight into my issue that would be much appreciated.