Timeline for Cointegration pair trading - how to test a trading rule using Monte Carlo?
Current License: CC BY-SA 3.0
16 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Sep 13, 2016 at 11:45 | history | bounty ended | Michal | ||
| S Sep 13, 2016 at 11:45 | history | notice removed | Michal | ||
| Sep 12, 2016 at 18:29 | vote | accept | Michal | ||
| Sep 9, 2016 at 6:05 | history | tweeted | twitter.com/StackQuant/status/774126557338095616 | ||
| Sep 6, 2016 at 22:39 | answer | added | Madhur | timeline score: 1 | |
| Sep 6, 2016 at 21:21 | answer | added | milkmotel | timeline score: 1 | |
| Sep 6, 2016 at 10:42 | answer | added | TomHan | timeline score: 0 | |
| S Sep 6, 2016 at 9:23 | history | bounty started | Michal | ||
| S Sep 6, 2016 at 9:23 | history | notice added | Michal | Draw attention | |
| Sep 6, 2016 at 9:14 | history | edited | Michal | CC BY-SA 3.0 |
updated the question to make it more clear
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| Sep 5, 2016 at 12:20 | history | edited | Michal | CC BY-SA 3.0 |
added 66 characters in body
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| Sep 4, 2016 at 18:00 | comment | added | Michal | yes I meant the regression $Y_t$ on $X_t$ and alternatively the spread could be without the intercept $spread_t = Y_t - \beta X_t$ | |
| Sep 4, 2016 at 8:29 | comment | added | Richard Hardy | I suppose you meant to regress $Y_t$ on $X_t$ although you wrote (X~Y). | |
| S Sep 4, 2016 at 7:57 | history | suggested | Richard Hardy | CC BY-SA 3.0 |
Grammar, some formatting
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| Sep 4, 2016 at 6:21 | review | Suggested edits | |||
| S Sep 4, 2016 at 7:57 | |||||
| Sep 4, 2016 at 1:01 | history | asked | Michal | CC BY-SA 3.0 |