Pairs Trading - Linear Regression Specialist
Budget: $30 – $250 USD
I built a pairs trading solution using Cointegration and linear regression to calculate the beta and residuals.
I need a linear regression expert to help me improve the linear regression result.
My setup for trader is return to average.
The Python script makes inputs as follows.
1. First standard deviation exits at zero line
2. Second standard deviation and exits at first standard deviation
3. Third standard deviation and exit at the second standard deviation
4. Fourth standard deviation and exit at the third standard deviation
What I need is to ensure the accuracy of my modem so that it returns the average or a previous standard deviation level.
Regarding the lot/size of the position, I use a lot of 0.08 for X and 0.08 X beta.
The problem is that I read asset price data every 3 minutes.
When there is a price gap, it changes the point and then comes back. That would be a false entry.
It cannot consider distant points from what is happening at the moment.
I need a linear regression model that assures me as accurately as possible that the price when it reaches a standard deviation level tends to return to the mean or the previous deviation.
I need a linear regression expert to help me improve the linear regression result.
My setup for trader is return to average.
The Python script makes inputs as follows.
1. First standard deviation exits at zero line
2. Second standard deviation and exits at first standard deviation
3. Third standard deviation and exit at the second standard deviation
4. Fourth standard deviation and exit at the third standard deviation
What I need is to ensure the accuracy of my modem so that it returns the average or a previous standard deviation level.
Regarding the lot/size of the position, I use a lot of 0.08 for X and 0.08 X beta.
The problem is that I read asset price data every 3 minutes.
When there is a price gap, it changes the point and then comes back. That would be a false entry.
It cannot consider distant points from what is happening at the moment.
I need a linear regression model that assures me as accurately as possible that the price when it reaches a standard deviation level tends to return to the mean or the previous deviation.