Comment on Live Example - 2

Karthik Rangappa commented on 19 Jun 2018, 11:34 AM

Kumar, its just unfortunate that this pair is taking so much time to converge. This is, in fact, the drawback of pair trading – you need liquidity and patience to hold the pair.

This should also give you a sense of optimizing each pair – not all pair may be worth initiating at 2.5/2.7 and closing at the mean, sometimes, based on the pair, you may want to initiate and close quicker.

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