Exxon trading
I'm rather new to both trading and this website. This is my first algorithm and I tried implementing a basic pair trading strategy. The idea is that when the current ratio of two highly correlated stocks like Exxon and Chevron diverts from the 30 day average of the ratio, the algorithm exxon trading the shares for the undervalued stock and exxon trading the shares of the overvalued stock.
The shares go back to an even amount once the current ratio crosses back over the 30 day average. The algorithm seems to have moderate success.
Any input to improve the algorithm would be greatly appreciated. Sorry, something went wrong. Try again or contact us by sending feedback. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement exxon trading any security or strategy, nor does it constitute an offer to provide investment advisory exxon trading by Quantopian.
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The views are subject to change, and may have become unreliable for various reasons, exxon trading changes in market conditions or economic circumstances. There was an error loading this backtest. Backtest from to with initial capital. Returns 1 Month 3 Month 6 Month 12 Month. Alpha 1 Month 3 Month 6 Month 12 Month. Beta 1 Exxon trading 3 Month 6 Month 12 Month.
Sharpe 1 Month 3 Month 6 Month 12 Month. Sortino 1 Month 3 Month 6 Month 12 Month. Volatility 1 Month 3 Month 6 Month 12 Month. This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes. There was a runtime error.
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