Pair Trading Lab Helpdesk & Forum

Pair Trading => Good & Bad Pairs => Topic started by: David Gresens on December 13, 2017, 05:13:57 am

Title: Would you trade this?
Post by: David Gresens on December 13, 2017, 05:13:57 am

How much weight would you put on the past, vs what the pair has done most recently?

Title: Re: Would you trade this?
Post by: admin on December 13, 2017, 05:16:06 am

Hi David,

we never comment on concrete investment decisions. Maybe another users will comment.

In general, yes, often the recent history has more weight that an ancient history...

Karel