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Im trying to backtest a pairs trading strategy but i don't know how to add multiple data frames to the backtester in order to add positions to each instruments according to the hedge ratio.
Is there a way to do this?
AlgoQ, TimPchelintsev, villesokk, fanconic, xbno and 15 moreshep-analytics
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APINeeds API-related discussionNeeds API-related discussionenhancementNew feature or requestNew feature or request