- Joined
- 2/27/21
- Messages
- 1
- Points
- 11
Hi everyone,
I need a pairs trading (cointegration + correlation) backtest for 2-3 years performed on 3800 USA traded symbols. I have certain criteria and filters such as entry/exits, , winning ratios ,max drawdown etc that need to be adhered to. I just need an excel sheet in the end with just the pairs that meet the filters and criteria. Will provide more info to the interested person.
I already use a software that can do the backtest but it cannot handle the workload, would take too long. So I just use it for live tracking my current pairs.
For the right person who has access to a program that can perform the backtest this could be an easy job. I need it done probably once a month and will pay 45 dollars each time. Not sure if this is the right category I posted this in, so I apologize in advance.
I need a pairs trading (cointegration + correlation) backtest for 2-3 years performed on 3800 USA traded symbols. I have certain criteria and filters such as entry/exits, , winning ratios ,max drawdown etc that need to be adhered to. I just need an excel sheet in the end with just the pairs that meet the filters and criteria. Will provide more info to the interested person.
I already use a software that can do the backtest but it cannot handle the workload, would take too long. So I just use it for live tracking my current pairs.
For the right person who has access to a program that can perform the backtest this could be an easy job. I need it done probably once a month and will pay 45 dollars each time. Not sure if this is the right category I posted this in, so I apologize in advance.
