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Re: [amibroker] Pairs Trading (for Ara)



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Hi Chuck,

CR> I'll let Yuki tell you about how long his trades last, but mine tend to be
CR> less than 30 days.  I got the impression from Yuki that it is not uncommon
CR> for him to have a pair on for a year or more.

Her.

No, never that long.  For this type of trade, a couple-three weeks to
maybe 12 or 14 weeks max is more typical.

Best,

Yuki

mailto:yukitaga@xxxxxxxxxxxxx


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