Comment on Live Example - 2

Karthik Rangappa commented on 11 Jun 2018, 11:23 AM

Yes, this seems like a valid trade and the best possible position size is 2:1 on BOB:SBIN.

1) Perfectly valid signal
2) 8000 BOB vs 3000 SBI

Ideally, you should close the position when you hit ard -1 on Z-Score.

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