111 reputation
5
bio website
location Latvia, Jurmala
age 30
visits member for 1 year, 4 months
seen 2 days ago

Quantitative Trader and Programmer (Java, C#, VBA, C++).


Sep
24
awarded  Autobiographer
Aug
8
awarded  Scholar
Aug
8
awarded  Teacher
Aug
8
accepted Avoiding negative spread in pairs trading
Aug
8
answered Avoiding negative spread in pairs trading
Jun
27
awarded  Supporter
Apr
10
comment Avoiding negative spread in pairs trading
but if spread sometimes is positive, sometimes is negative?
Apr
10
comment Avoiding negative spread in pairs trading
My backtesting program accepts only data with positive quotes. I want to backtest this spread like standalone instrument.
Apr
9
asked Avoiding negative spread in pairs trading
Aug
23
awarded  Tumbleweed