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Could someone give me some pointers on how to go about using AB to
back test pairs trades? I'd want to define a "pair" as something
highly correalated (say APA/APC, or INTC/QQQQ) and short one and buy
the other based on some criteria.
I could create a synthetic ticker using the addToComposite function,
but would rather not as that approach is not as seamless and requires
creating the synthectic ticker data and then running the backtest.
Doing this in real-time with intraday data is the ultimate goal.
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