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just read this recently found it ok: http://www.puppetmastertrading.com/blog/2010/04/08/pairs-portfolio/ http://www.puppetmastertrading.com/blog/2010/04/08/pair

• joshu 16y ago
  Oh, I know how to do this. It'd just be nice to have a clear, concise guide to point to every time something like this comes up. There's two parts: there is the strategy itself. And then there's everything that surrounds it: what a generic strategy looks like, how to test it, how to operate it, how to build risk models, etc. There's probably more work to the second part than the first.
• GrowWebs 16y ago
  nice.