research/stat_pairs_backtest
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Oleg Sheynin
2025-07-18 22:51:29 +00:00
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@@ -45,7 +45,6 @@ Each configuration dictionary specifies:
- `instruments`: A list of symbols to consider for forming trading pairs.
- `trading_hours`: Defines the session start and end times, crucial for equity markets.
- `price_column`: The column in the data to be used as the price (e.g., "close").
- `min_required_points`: Minimum data points needed for statistical calculations.
- `zero_threshold`: A small value to handle potential division by zero.
- `dis-equilibrium_open_trshld`: The threshold (in standard deviations) of the dis-equilibrium for opening a trade.
- `dis-equilibrium_close_trshld`: The threshold (in standard deviations) of the dis-equilibrium for closing an open trade.