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• Pair Trading Lab Algorithms & Strategies
  You specify different margin for each leg. Default setting is 50% (leverage 1:2), which is a correct setting for US stocks on Req-T Margin accounts. So ' '''Remark #1: This is a critical setting for proper management. If you set this wrong, P
  8 KB (1,360 words) - 19:48, 26 November 2014
• Pair Trading Lab Portfolios
  ** F-GM, Residual Model, Linreg Period: 35, Entry Threshold: 1.5, ... ...) to 2.0 (200% of the slot). Default occupation is 1, which means 1 slot = 1 pair.
  9 KB (1,440 words) - 23:07, 4 August 2014
• PTL Trader Changelog
  == 1.6.0 == Since 1.6.0 this project has been released as open-source and hosted on GitHub. Vis
  7 KB (1,013 words) - 09:38, 2 July 2021
• PTL Trader Manual
  # 64-bit Java 8 (1.8) or newer is required. The installer checks this. ...k the IB ABI Client Id and Port if matches what you need. Client Id can be 1 if PTL Trader is the only application connecting to your API. Default port
  11 KB (1,806 words) - 09:28, 2 July 2021
• Test
  {{math|{{intmath|int|0|+∞}} ''e''^−''x'' d''x'' {{=}} 1}}
  144 B (18 words) - 10:46, 26 November 2014
• Pair Trading Models
  * entry threshold E_n for Z-score, typical value range is <1.5, 2.5>, 2.0 is used most often * downtick threshold E_d for Z-score, typical values is <0, 1>, 0 is used most often...only used for downtick entry mode as a third band
  22 KB (3,748 words) - 11:09, 20 July 2022
• Pair Database
  ...correlation with period 240 applied to the whole period, value between -1..1 ... correlation with period 60 applied to the whole period, value between -1..1
  10 KB (1,595 words) - 13:55, 30 March 2015