Pair Trading Lab > Questions & Answers

consolidated prices noise

(1/1)

attila homoki:
Hi PairTradingLab Team,

I was playing around finding good ETF:ETF pairs. At backtesting I seen the following warning:
"Warning: This backtest may indicate inflated performance due to consolidated prices noise!"

can you please explain what 'consolidate price noise' means, and how would that impact live trading performance?

thanks

admin:
https://www.pairtradinglab.com/faq#ptl-website-consolidated-prices

Navigation

[0] Message Index