Welcome to QuantHead!

Welcome to QuantHead! I hope you find some interesting ideas here that I've encountered on my journey of learning and share your wisdom with me. Enjoy!

Thursday, January 22, 2015

Simple Pair Switching Google Spreadsheet

I've created an automatically updating Google spreadsheet for the previously introduced strategy "Simple Pair Switching", for those that don't have access to the Thinkorswim platform (or like me, who find it slower to login and load to TOS than load a web page).

The numbers in the ranking column don't match the values of TrendXplorer's TOS study. However,
I went back a few years, and the signals are pretty much spot on at the same exact places.

I used non-adjusted daily close data to stay faithful to TX's original study.



QH Simple Pair Switching Spreadsheet

No comments:

Post a Comment