Pair Trading Lab Helpdesk & Forum
Pair Trading => Good & Bad Pairs => Topic started by: Claude Bastoen on September 27, 2024, 05:52:35 am
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1/ Issue of ticker : "DRIP" Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
"DRIP" Drum Income Plus REIT Plc
Same ticker
I need DRIP Oil & Gas ETF and get UK REIT plc with either oil&gaz or REIT quotes ...
Hard to make a pair !!!
DRIP appears to be UK REIT traded on LSE.
2/ Walk-forward : Despite i scrutinize closely yr 2016 tutorial video
"How to setup ETF pairs trading portfolio in 30 minutes" I am still confused with yr walk-forward and In-sample and out-of-sample parameter. Your demonstrator seems to play with database dates. Screen seems to be divided in two equal parts : on left hand "in-Sample period" and right hand "Out-of-sample" period.
Any optimization on "In-sample" period" ? Do you have a small explanation in order to execute it properly ?
Thks for yr comments.
I am very favorably impressed by yr pair trading tool and testing it deeply, hoping to become a customer.
Have a nice day and regards
Claude, Paris