I have been looking through the systems which are available on this site and cant find a reliable pair trading system.
Could anyone create one which trades a list of pairs which I have, when they hit a specific point?
Or can someone create a script to connect this excel sheet into trade bullet/IB API?
http://www.pairslog.com/article/deltamonitor.html
I am of course willing to pay for the initial development
Thanks
Unless you’ve found pairs with less than -0.9 correlation, then you will continue not to find a pairs system to your liking. Only in cases of merger arbitrage will you find these particular characteristics that’s a precondition for long term success pair trading.
I’ve created a lot of systems based on pairs arbitrage of qid and qld and it works well for futures and trading tqqq and sqqq.
Below is a combination of pairs trading and trend following.
[LINKSYSTEM_68858255]
