Pair Database

[Tom Ford]

So you mentioned that the database is has 10 million pairs. Are you doing a brute force search? Additionally, how is the database updated? Surely the performance statistics will change as new data come in. Do you rerun all your analysis every some period of time?

Thanks,

[admin]

Yes, we are doing a brute force search.

The database is updated every 3 months.

Detailed info here: https://wiki.pairtradinglab.com/wiki/Pair_Database

In future, we will also have the walk-forward version of this database to the past to explore temporal relationships in data.

[admin]

You can now access also historical versions of the database!