Article from trader magazine talking about professional pair traders making heaps from the recent volatility...
Long AEC @ 5.84 Short HME @ 35.20
closed very nice trade on thursday, significant profits on both sides Sold BKI @ 2.40 (went long 2.18) Covered IP @ 8.03 (went short 9.20)
Closed my same stock arbitrage trade on Monday for a profit Sold SU.TO(TSX) @ 28.25 Covered SU(NYSE) @ 22.12
Interesting, you cut one side and let one side run, is this a bet the market is going down? or are your trying to cut the losing side quickly and...
No currently happy with swing trading pairs, haven't ventured down the intra-day path.
Yes I increased the settings once and backtested them, found avg time in trade increased(not good) and PnL decreased, so I just figured I leave it...
For example.......If the 50 day high of the spread is $10 and the 50 day low is $5, and I got a signal to go long stock A @ 30 and short stock B @...
Yes I haven't pair traded financials at all, said right at the start of the journal that I prob won't be trading them to 2010, and even then Im...
You can either factor it into your trading model or simply not trade stocks with a dividend due in the next 2 weeks, go to www.earnings.com to...
Couldn't agree more yobo, keeping it simple is my motto, and yes the ratio charts are what I mostly look at too, however I find it interesting to...
walt, great to see your've done your work, studied my trades, taken it a step further and thought outside the box, all the qualities of a great...
Walt, those are some great results for such small trade size, congrats. regarding missing days in ratio chart, you will have to contact them...
data is automatically loaded into the program every 5 mins for free via yahoo finance, or you can pay for real time data via IQfeed(I have)....
got me too :D
Just like that it comes back so quickly, today just closed 2 of my best trades for significant profits, portfolio at an all time high. I continue...
apologies yobo, it wasn't a stab at you, more of a generalization, I know your doing well with your spreadsheet and if its working for you, keep...
yes i tryed to construct a pair trading system in excel and it ended up being very messy and time wasting, pt finder has been the best couple...
Sold ETE @ 20.15 Covered MGG @ 17.54 Thought Id try something different today and I placed an cross boarder pair trade, same stock arbitrage...
I know IB offer combo orders as such, other than that, execution is done manually, and its an area i want to start focusing more on, that is...
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