Forecasting

The PairsTrader System uses the Pair Index other statistics to derive a forecast distribution over 90 days. You can view and plot forecasted returns throughout this 90-day forecast period for major points on the distribution, including the median (50th percentile), 5th, 10th, 25th, 75th, 90th and 95th percentiles.

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You can plot different pairs against each other to find out which pairs are forecasted to perform the best. Or focus on a particular pair and forecast the entire distribution.

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