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These are 1-minute data taken from Databento spanning the last 4 years, up until September 29th, 2022. At the end of this month, they should add data up to March 2023. I have run some quick tests and am now writing a high-level backtesting script that will provide me with more accurate...

I thought it was impossible to find a statistical arbitrage strategy for us non-professionals, but I managed to do it :) . There are certain times of the day when there are misalignments on some stocks due to strong execution algorithm pressures. I wondered why this wasn't already being...