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Hi Jeremy,
I have done pairs trading as I understand the term (essentially an
arbitrage strategy), but am unfamiliar with Whistler's book -- can you add some
explanation or examples? I assume that you think the book is worthwhile,
hence your question. I'm always on the lookout for new reads for my
library so I'll try to find out something about the book as well, but any fast
review or comments on it would be of interest to me. As for using
AB, I'm not sure what you mean by this -- comparative charts based on ROC or
something else? An exploration for likely pairs to trade? Or ....
????
Peace and Justice --- Patrick
----- Original Message -----
Sent: Wednesday, June 29, 2005 8:00
AM
Subject: [amibroker] Trading Pairs By
Mark Whistler
Hello all,
Using Microsoft Excel I have been
reviewing the pairs trading
strategy
outlined in Mark Whistlers
Book Trading Pairs. Has anyone written
any
AmiBroker code for his
strategy? I am also interested in hearing
from
anyone currently
using AmiBroker for pairs trading.
Thanks in
advance,
Jeremy
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