We calculate the spread of A / B. PAIR selected considering correlation. It can be inter-sectoral action, can be cross-sectoral. Work while only intraday.
Hello I read your old posts where you answer one guy to his questions about intraday trading pairs. Tell me please, can I ask you a few questions? My name Maxim. I'm of Ukraine. Some time ago we started to trade intraday pairs. With my friend programmer, wrote software to simplify some things. But there are many nuances and issues. Which perhaps you will help me to answer. You trade pair? This intraday or swing? In your mesage, you said that you always calculate the spread is (stock A * Ratio)-stock B. But I did not understand what you mean by your ratio? The very idea is clear to me. Need to minimize the impact of the market for a pair. But how to do it, do not quite understand. Your messages while old enough. Perhaps something has changed ... I would be grateful for any information from you. Thanks in advance for reply. Sincerely, Maxim.
