Pair Trading Lab Helpdesk & Forum

Pair Trading Lab => Questions & Answers => Topic started by: Willian Siquieri on May 26, 2020, 12:28:41 am

Title: question about pair finding on the website
Post by: Willian Siquieri on May 26, 2020, 12:28:41 am

Hi, I have a simple question. What is the period of the data used to find pairs and their parameters on the "Pair Database" page of the website? What changes if I select "Database Version" = 2020-04-01 or 2020-01-01 ?

Thanks in advance.

Willian

Title: Re: question about pair finding on the website
Post by: admin on May 26, 2020, 05:25:28 pm

Hi Willian,

the pair database uses period of 3 years. It is recalculated every quarter and we keep few versions to the past. So if you select version 2020-01-01, it means period between 2017-01-01 .. 2020-01-01...

More info: https://wiki.pairtradinglab.com/wiki/Pair_Database

Kind regards,
Karel

Title: Re: question about pair finding on the website
Post by: Willian Siquieri on May 26, 2020, 08:48:55 pm

Thanks for the answer Karel. I also would like to know what is data framing used (1 min, 1 day or any other) or if tick-by-tick data is used. Could you help me with this question ?

Thanks iin advance.
Willian

Title: Re: question about pair finding on the website
Post by: admin on May 27, 2020, 02:04:50 pm

1 day (end-of-day close prices)