Pair Trading Lab Helpdesk & Forum

Pair Trading Lab => Questions & Answers => Topic started by: Willian Siquieri on July 01, 2020, 11:34:04 pm

Title: question about pair trading backtest
Post by: Willian Siquieri on July 01, 2020, 11:34:04 pm
Hi there,

I would like to know more details about the implementation of the trading backtest strategies on PTL. For example, for a Ratio Model backtest for a given pair, what is the data that is being used to backtest (daily data, minute frame data or tick data) ?

Thanks in advance.

Willian Siquieri
Title: Re: question about pair trading backtest
Post by: admin on July 02, 2020, 03:43:24 am
Hello,

backtests are performed on daily (EOD data). More about models here: https://wiki.pairtradinglab.com/wiki/Pair_Trading_Models

Kind regards,
Karel