Pair Trading Lab Helpdesk & Forum

Pair Trading Lab => Suggestions And Feature Requests => Topic started by: Douglas Goullet on February 23, 2015, 11:24:20 am

Title: International stock exchanges ETF
Post by: Douglas Goullet on February 23, 2015, 11:24:20 am

Most interesting pair opportunities will come from co-related and co-integrated ETF pairs trading in different stock exchanges. Many of them trading in $, to eliminate the currency risk. The team at PTL is very professional and I am sure they will eventually integrate this. ;)

Title: Re: International stock exchanges ETF
Post by: admin on February 24, 2015, 05:27:42 am

We would love to support that, but the problem is that if trading hours of these exchanges differ (i.e. NYSE vs LSE), you need to use intraday data (so high quality intraday data of these ETFs are required, in case instruments are quoted in different currencies, you need intraday FOREX data in addition).

So I hope at some point we will have this, but it is not trivial to implement.