Statistical Arbitrage News Letter Released
After some gruelling coding I am pleased to say I've finished the data extraction, matching and analysis program for the FX AlgoTrader Statistical Arbitrage Newsletter service. The current system used end of day close data and analyses 28 currency and commodity pairs. The system uses correaltion and covariance data to screen suitable pairs for arbitrage analysis. Please visit www.fxalgotrader.com for more information
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