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Backtesting Pairs

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  • Backtesting Pairs

    Hi,

    Pairs trading is a very popular strategy. I can't believe Esignal's Strategy Analyzer still doesn't support backtesting a pair of stocks (buying one and shorting the other) at the same time. People have been asking for this feature in threads since 2006 and still no pairs trading!

    My question is how do people backtest Pairs trading strategies in Esignal? Any help would be appreciated.

    Thanks

    Tony

  • #2
    I also trade in Pairs. Can I share my exprience with you ?
    Thanks and regards.
    Tilani

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