Pair Trading : BTCUSD & ETHUSD
When the Spread Price of BTCUSD & ETHUSD closes above the
upper Bollinger Band, short the pair.
Short BTCUSD.
Long ETHUSD.
Order 14.59x more ETHUSD than BTCUSD.
Where 14.59 is equal to the pair's Ratio (BTCUSD / ETHUSD) & the Spread Price is equal to BTCUSD - ETHUSD * 14.59.
upper Bollinger Band, short the pair.
Short BTCUSD.
Long ETHUSD.
Order 14.59x more ETHUSD than BTCUSD.
Where 14.59 is equal to the pair's Ratio (BTCUSD / ETHUSD) & the Spread Price is equal to BTCUSD - ETHUSD * 14.59.
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