Co-integration in PTF

Co-integration in PTF

Yes, using Cointegration is an option in the software and we use it as a critical component of our trading system, though that is a choice. By default Cointegration is toggled off when you install PTF PRO as it is computationally costly. To enable it you will need to go to System Preferences by clicking the top left “pear” button, and then enable co-integration. Also note that it's calculated on end-of-day data.


We use Cointegration Augmented Dickey Fuller (CADF) test for cointegration.  We display the result as Reverse Cointegration i.e. a p-value of 0.05 from the CADF test is displayed in PTF PRO as 0.95. Most users find it easier to analyse in this way. 

For more info on why you want to use Cointegration in pairs trading, see our video lecture here: https://www.youtube.com/watch?v=cXy-YhfAYnQ



    • Related Articles

    • Trading on PTF PRO with Forex, CFDs, Futures and Options

      Traders interested to trade FX, CFDS, futures or options will want data on currencies (forex), futures, CFDs or options for which they will require an IQfeed data subscription or an integration to their Interactive Brokers' Trader Workstation, as per ...
    • PTF PRO User Testimonials

      Example of a trader who is using PTF successfully. You can listen to the interview with him here: https://onedrive.live.com/?authkey=%21AGDerkku_BphJzk&cid=4D269EBE6AA4E5DA&id=4D269EBE6AA4E5DA%211271&parId=root&o=OneUp Please also see the unsolicited ...
    • How to run PTF on Mac OS?

      Mac Users can run PTF PRO in Bootcamp running Windows 7 or above, or in Parallels. Parallels can be found here: http://www.parallels.com/au/products/desktop/?utm_source=bing&utm_medium=cpc and offer a free trial.  Bootcamp can be found here: ...
    • Day trading with PTF

      PTF is not designed for intraday trading. It is designed for swing trading pairs and a holding between 1 to 3 weeks minimum.  PTF PRO does update all prices intraday, however, either real-time or delayed depending on the datafeed in use (currently we ...
    • How to Perform a Clean Install of PTF PRO

      To perform a clean install of PTF PRO, please follow the below instructions: Go to Add/Remove Programs in Windows 10 and uninstall MS SQL Express Local DB 2012 Uninstall PTF PRO v2.0.1 using the same utility 3. Go to Documents/Pairtrade Finder and ...