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Reply To: Elliotts Pair-trading: Loading data from excel

Home 21090308 Forums Applications Trading Strategies (Algo Quant) Elliotts Pair-trading: Loading data from excel Reply To: Elliotts Pair-trading: Loading data from excel

#2939
Ryu
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There are practically infinitely many things you can do starting from here. You can change the calibration window, the calibration period, the trading sizes, the way you compute the mean (long term vs. short term), the entry and exit signals, etc. This is the fun part of “designing” a trading strategy. You need to use a lot of imagination here.

This is why we open up the source code so you can design and code up your own mean-reversion strategy based on Prof. Elliotts’ framework.