- Joined
- 8/26/15
- Messages
- 12
- Points
- 11
Hi All ,
Thanks for the previous posts , I was able to code my strategy on to R . But now I have a small problem or rather a hick up in the process . As Stat.Arb is basically a pair trading strategy . There are around 2000 stocks in the market , so how can I make this strategy run for all the stocks (i,e it backtests and shows the the results for all the combination of stocks in the market and shows as per the stratergy which trades are open and which are closed . ) . It would be wonderful if someone could help me out with this .
Awaiting reply ,
Hedge
Thanks for the previous posts , I was able to code my strategy on to R . But now I have a small problem or rather a hick up in the process . As Stat.Arb is basically a pair trading strategy . There are around 2000 stocks in the market , so how can I make this strategy run for all the stocks (i,e it backtests and shows the the results for all the combination of stocks in the market and shows as per the stratergy which trades are open and which are closed . ) . It would be wonderful if someone could help me out with this .
Awaiting reply ,
Hedge