E.E. Lock in profit by wait and verify edge conditions in 'SYMBRES' at 0.01 (or 0.02) and execute after confirming former, coint. (and same subgroup via Levenshtein distance), L/S positions in place, correlation thresholds, sig age/autocorr thresh. periodicity custom E.E. algos. We wait to execute new order; until we close prior (or cancel day order) and after confirming pnl.
L/S per side Sig Age alpha logics on most recent significant age + autocorr. periodicity event that exceeds the Correlation Threshold (0.86) and autocorrelation (🐍🐼 python libraries - pandas, autocorr()) threshold to capture new volatility band beyond max thresholds to unlock new (controlled vol) L/S market neutral coint. pairs alpha for periodicity (sig age + autocorr.) trade. Alternative option within Correlation Threshold of (0.75) to (0.86) available as well.
E.E. Lock in profit by wait and verify edge conditions in 'SYMBRES' at 0.01 (or 0.02) and execute after confirming former, coint. (and same subgroup via Levenshtein distance), L/S positions in place, correlation thresholds, sig age/autocorr thresh. periodicity custom E.E. algos. Can add RV element by using IV % (or IV-RV%) ex. on rel. P/D, P/D (or mixture) correlation, autocorr., or some other mixture/blended metric. We hedge ‘SYMBRES’ to 0 with market neutral coint. subgroup pairs. After confirming positions, and waiting 2000 microseconds to confirm (ex. coint. pairs, corr. thresh.) again (optional), we execute L/S periodicity Algos and confirmed E.E. ‘SYMBRES’ edge. We wait to execute new order until we close prior (or day order) and after confirming pnl. For electronic eye, we can scan our top selected peak prominent symbols from ‘SYMBRES’ for our total criterion and also expand from subgrouping to grouping, cross-asset (…) or scan total universe for selected criterion then do grouping to subgrouping.