From which we estimate the half-life of mean reversion to be 23 days. This estimate gets used during the final, stage 3, of the process, when we choose a look-back period for estimating the running mean and standard deviation of the cointegrated portfolio. The position in each stock (numUnits) is sized according to the standardized deviation from the mean (i.e. the greater the deviation the larger the allocation). The results appear very promising, with an annual APR of 12.6% and Sharpe ratio of 1.4: Questrade is so frustrating. They have all these hidden charges and feees. It’s hard to navigate. And I’ve lost a lot of money with them based on that. I wish I could say otherwise, but my experience with Questrade has been really, really bad.