Recent Content by bennfine

  1. Automated price action strategy - first test results

    can't one just automate the ideas in this book:...
    Post by: bennfine, Mar 25, 2012 in forum: Strategy Building

  2. Intraday Pair Trading/Stat Arb

    sadly, at least one of the author's of the pairs trading article I quoted, Mark Conway, is in prison and I assume can't get email:...
    Post by: bennfine, Mar 25, 2012 in forum: Strategy Building

  3. Intraday Pair Trading/Stat Arb

    Thanks....is there any theory behind it? Var(X-Y) = Var(X) + Var(Y) - 2Cov(X,Y) and all that, but their VB formula seems ad hoc; or at least I...
    Post by: bennfine, Mar 24, 2012 in forum: Strategy Building

  4. Intraday Pair Trading/Stat Arb

    I though this was posted but didn't see it up yet........sorry if this is a repeat. I have a math question from the following TASC paper on...
    Post by: bennfine, Mar 24, 2012 in forum: Strategy Building

  5. Intraday Pair Trading/Stat Arb

    Hi: There is an older article from TASC about pairs trading. In the article they define the spread as Spread = (LastA/CloseA) –...
    Post by: bennfine, Mar 24, 2012 in forum: Strategy Building

  6. Newbie Strategy Question

    I've been sort of doing the following (paper trading) with moderate success. it is too simple though so would love any insights or extensions.......
    Thread by: bennfine, Sep 27, 2008, 2 replies, in forum: Strategy Building