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Thanks for the very nice tutorial notebook. I have learned a lot from it.
It is very good for beginners to capture the basic idea. However, when I think in a more practical point of view, I notice that one important thing has been ignored in the strategy: most likely the price ratio is not an integer. But in the strategy, you use the ratio as the number of contracts/shares to trade for S2. We cannot trade a portion of contract or share, can we?
The text was updated successfully, but these errors were encountered:
Thanks for the very nice tutorial notebook. I have learned a lot from it.
It is very good for beginners to capture the basic idea. However, when I think in a more practical point of view, I notice that one important thing has been ignored in the strategy: most likely the price ratio is not an integer. But in the strategy, you use the ratio as the number of contracts/shares to trade for S2. We cannot trade a portion of contract or share, can we?
The text was updated successfully, but these errors were encountered: