Thanks Ilan!
I will work on building strategies for some uncorrelated pairs.
I was wondering what you or anyone in the community thinks of the timeframes?? Say I have 3-6 uncorrelated pairs with a 10-30 strategy portfolio on every pair. Do you generally try to align every pair on the same timeframe? or look for the best timeframe for each pair and trade the best timeframe for every pair? (based on what timeframe has most desired generator/reactor results)
thanks team! id love to hear your feedback & thoughts :)
Michael