A partnership to code a working algorithm which will trade pairs
I am a very expirienced trader looking to expand working trades into intraday US equities trading algorithm. The code should be able to do both backtesting and trading. Get the intraday data (this part is ready), find the correlation and cointegration between the pair,calculate spread etc. And than simulate (or live) trading. Also reports are needed for backtesting and should also be ru for multilply pairs in one run.