Profit target for pair based strategy
Author: maninjapan
Creation Date: 2/16/2012 7:27 AM
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maninjapan

#1

2/16/2012 7:27 AM

I have been using the Market-NeutralVIX-based pair strategy as a base for my own pairs strategy. I would like to try and add a profit based exit for this strategy, are there any examples on how this would work?
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maninjapan

#2

2/16/2012 7:34 AM

Apologies, I posted without searching first. I found the following thread that seems to have asked the same question already...
/Forum/Posts/Pair-trading-exit-based-on-PL-of-PAIR-rather-than-individual-positions-30386
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