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Hugo started the discussion Help with Cointegration Test
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Hugo started the discussion Help with Kalman Filter based pairs trading
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Hugo started the discussion My Kalman Filter Seems Off?
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Hugo started the discussion My Kalman Filter seems off??? Please help
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Hugo started the discussion What is the purpose of a warmup period and how do i find out how long it should be?
What is the purpose of a warm up period and how long should it be for a given algorithm?
Hugo started the discussion Help with Cointegration Test
Hello,
Hugo started the discussion Help with Kalman Filter based pairs trading
Hello!
Hugo started the discussion My Kalman Filter Seems Off?
Hello,
Hugo started the discussion My Kalman Filter seems off??? Please help
Hello,
Hugo started the discussion What is the purpose of a warmup period and how do i find out how long it should be?
What is the purpose of a warm up period and how long should it be for a given algorithm?
Hugo left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
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Hugo left a comment in the discussion Intraday Pairs Trading Based on Correlation and Cointegration
Hello, how do I implement this strategy using forex pairs? Thank you
Hugo left a comment in the discussion Help with Kalman Filter based pairs trading
Thank you! I reran the code using a different set of time series and it looks like there's...
Hugo left a comment in the discussion Help with Cointegration Test
So when the Stationary series crosses into the positive side does that mean the pairs are getting...
Hugo left a comment in the discussion Help with Cointegration Test
Jing Wu, thank you! Also, based off the stationary time series I have, how would I trade this...
Hugo left a comment in the discussion Algo: Beer Money 1.0.0
How would you apply this to the forex market?
6 years ago