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    Pair Trading with Integrated PNL

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    • O
      onsjohn last edited by

      Hi All, I have seen the pair trading examples and discussion but the long and short leg are treated as different trades.

      How do I combined the PNL together to see together as one.

      And my writer CSV file is having too much repetitive data. How can I remove it?

      I am trying to get a list of self.data[-39:0] to compare with self.data...

      How do I get the list of data for self.data[-39:0]?

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