Good morning everyone
I'm implementing, step by step, a pairs trading strategy in matlab and I'm using a fixed threshold (constant + 1 and -1), but I think it’s not the best solution.
I'd like to know if there is any other threshold that I can use with this strategy.
Thanks for your cooperation
I'm implementing, step by step, a pairs trading strategy in matlab and I'm using a fixed threshold (constant + 1 and -1), but I think it’s not the best solution.
I'd like to know if there is any other threshold that I can use with this strategy.
Thanks for your cooperation
