Pair Trading Lab Helpdesk & Forum

Pair Trading => Models, Algorithms & Approaches => Topic started by: Paolo Paolo on September 18, 2023, 02:30:31 am

Title: profit estimator
Post by: Paolo Paolo on September 18, 2023, 02:30:31 am

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

Title: Re: profit estimator
Post by: Paolo Paolo on September 29, 2023, 04:18:48 pm

isthis forum still active?