I generated new forex pair to see if there is any new long short combos. A new one was found this morning with Long EUR CHF short GPB JPY with pvalue of 0.03%. The current one of long ERU CHF short GBP CHF with pvalue of 0.03 has been valid for over a week. I am not sure if the longs will hold looking at the TradingView charts but the shorts look good. Watch my video for more info

 

https://quantlabs.net/blog/2019/06/new-cointegrated-with-low-pvalue-forex-pair-added-to-current-one/