Hypotheses
DOGE Bybit–OKX Perpetual Dislocation
Test QuantConnect's Ornstein–Uhlenbeck pairs mechanism on the same asset across two venues. Fit the log price spread using the preceding 30 days of synchronized 1-hour bars, updating daily. Fix the hedge at equal DOGE…
Hypothesis
Test QuantConnect's Ornstein–Uhlenbeck pairs mechanism on the same asset across two venues. Fit the log price spread using the preceding 30 days of synchronized 1-hour bars, updating daily. Fix the hedge at equal DOGE quantities and use only completed bars.
Analysis
Optimal Pairs Trading
Backtest and paper results are hypothetical. Trading involves risk of loss.