Author Topic: question about pair finding on the website  (Read 1268 times)

Willian Siquieri

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question about pair finding on the website
« 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

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Re: question about pair finding on the website
« Reply #1 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

Willian Siquieri

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Re: question about pair finding on the website
« Reply #2 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

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Re: question about pair finding on the website
« Reply #3 on: May 27, 2020, 02:04:50 pm »
1 day (end-of-day close prices)