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Pair Trading Lab => Questions & Answers => Topic started by: attila homoki on February 24, 2017, 02:50:31 am

Title: consolidated prices noise
Post by: attila homoki on February 24, 2017, 02:50:31 am

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

Title: Re: consolidated prices noise
Post by: admin on February 24, 2017, 05:20:13 am

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