Pairs Trading Software

[Murray Ruggiero]

Quote from JaiSreeram:

Thanks for the reply. Please give the references.

Here is a link for you

http://findarticles.com/p/articles/mi_qa5282/is_200708/ai_n21249896/pg_3

We did the spread backtesting in this article using TradersStudio.

 

[JaiSreeram]

Quote from Murray Ruggiero:
Here is a link for you

http://findarticles.com/p/articles/mi_qa5282/is_200708/ai_n21249896/pg_3

We did the spread backtesting in this article using TradersStudio.

Thanks for the reply. I have gone through and found it interesting. Is it possible to post some examples? Thanks!

 

[Murray Ruggiero]

Quote from JaiSreeram:

Thanks for the reply. I have gone through and found it interesting. Is it possible to post some examples? Thanks!

What kind of examples ?.

For example you can do the corn /wheat spread which is 1-1 but using TradersStudio you can do more complex spreads like the product spreads, crack spread for example. Please tell me exactly what you would like to know.

 

[JaiSreeram]

Please see the following threads, they might help you:

http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253
http://www.elitetrader.com/vb/showthread.php?s=&threadid=153854

Quote from MurrayRuggiero:

What kind of examples ?.
For example you can do the corn /wheat spread which is 1-1 but usingTradersStudio you can do more complex spreads like the product spreads, crackspread for example. Please tell me exactly what you would like to know.

Sorry for the late reply, but you have given an example for the above here:
http://www.elitetrader.com/vb/showthread.php?s=&postid=2347074#post2347074

Thanks for the same, Murray.