Recent content by Jmoney

^same if I could get a copy or a torrent, that'd be great. thanks. -John

Hi Matt, I notice that Chan has a few live spreads for pairs of ETF on his website. I wanted to ask you if you have tested out these pairs of ETF through MATLAB and as a trader in the Stat Arb field would you put on the trade especially for the pair of ETFs with a big Z-score. what did you do...