Episodes
Monday Jun 10, 2019
New cointegrated with low pvalue forex pair added to current one
Monday Jun 10, 2019
Monday Jun 10, 2019
I generated new forex pair to see if there is any new long short combos. A new one was found this morning with Long EUR CHF short GPB JPY with pvalue of 0.03%. The current one of long ERU CHF short GBP CHF with pvalue of 0.03 has been valid for over a week. I am not sure if the longs will hold looking at the TradingView charts but the shorts look good. Watch my video for more info
https://quantlabs.net/blog/2019/06/new-cointegrated-with-low-pvalue-forex-pair-added-to-current-one/
Version: 20240320
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