/biz/ - Business & Finance

Anonymous Mon Jan 30 12:53:58 2023 No.53495084 [View]
File: 34 KB, 975x624, Capture.png [View same] [iqdb] [saucenao] [google]

I removed every bit of bias from the system I could.
It about halved the CAGR and Sharpe Ratio. Max drawdown is also halved.
Still, not bad considering growth is consistent.

Pic is the results from unilateral pairs trading on QQQ vs SPY. Bias free by using a "how would I honestly be positioned at that point in time?" approach.

Next step is to run this for all pairs and complete the total unilateral pairs trading portfolio.

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/biz/ - Business & Finance

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