Pair Trading > Models, Algorithms & Approaches

Workflow with My Pairs

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Walter Wasilev:
I currently have pairs under 'My Pairs' that I wish to re-backtest with modified simulation settings. Is there a way to copy my current pair setting into the 'Backtest Pair' tool?

Walter

admin:
Hi Walter,

unfortunately this is not possible. The workflow closest to this is to copy all pairs from My Pairs to a portfolio (one by one) and backtest the whole portfolio. There you can experiment with various settings easily (you can copy settings from single pair strategy to multiple pairs easily).

Karel

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