Examples for statistical arbitrage?
Hi, are there any examples for a statistical arbitrage strategy?
And since I am new to BT, is it possible to apply it to multiple stocks/symbols simultaneously ?
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@hanneswaser I haven't seen an example myself. That said, I have created a backtest engine that would go long / short 50 stocks each side and backtrader handled that no problem. So if you can code the math, you'll probably be ok, if I were to guess.