Hi investors,
This is fully automated statistical arbitrage system uses to target high profit with low risk:
- It uses multivariate modelling and machine learning find short term cointegration relationship among various high-volatile pairs.
- Trade when one pair diverges from its theoretical modelling price, and take profit once it converges back.
- Work for 6-7 pairs at the same time depends on market situation and volatility of each pair. Currently, the model is applied working with AUDUSD, AUDCAD, EURGBP, USDCHF, GBPCHF and EURAUD.
- Fully back-test with 160,000 data points, with range target profit 70% to 120% each pairs annually, maximum drawdown target range from 11-14%.
Data di apertura | Data di chiusura | Simbolo | Azione | Lotti | SL | TP | Aperto | Chiuso | Punti | Utili | Durata | Guadagno |
---|---|---|---|---|---|---|---|---|---|---|---|---|
- |
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-4.4 |
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2.2 |
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-8.7 |
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-5.2 |
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-10.8 |
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-14.2 |
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-9.5 |
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-11.0 |
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17.8 |
|