I have been testing a pretty simple strategy that is more or less an arbitrage strategy between a future and a stock, where I buy or sell when the difference is 1 std dev away from the mean and close the position after regresses to the mean. I am wondering if JBookTrader will handle this with the bolinger bands indicator in some way, or should I try to set up JArbitrager which I think I have read was designed for that.
The difference between the two securities is more or less a synthetic security which is to be watched and traded when it deviates from the mean or returns to the mean. Thanks -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
