Length of time for valid cointegration

Hi guys,

I'm building a mean reversion strategy with cointegration. I was wondering how much in sample data you need for a cointegration test to be valid. And then how much data should be used to back test the out of sample data?

Submitted October 31, 2020 at 07:54PM by Seabass012901
via https://ift.tt/3efxXIP

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