Pair Trading > Models, Algorithms & Approaches

profit estimator

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Paolo Paolo:
I’m trying to understand how it works. The manual reports
This particular "profit estimator" simulates that both prices drop proportionally to the positive direction
coul you please elaborate it more on how profit is estimated? i.e. proportionally to what? could you pls provide the formula used ? thanks

Paolo Paolo:
isthis forum still active?

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