Recent Content by comfy_slippers

  1. The Long Short - Deep Fundamental Pair Trading

    WEEKLY UPDATE (-1.52%) Earnings Season: 1 Comfy_Slippers:0 Breezed through last couple of earnings seasons quite well, decided to do the...
    Post by: comfy_slippers, May 6, 2010 in forum: Journals

  2. The Long Short - Deep Fundamental Pair Trading

    Hi Claudius, Here's a good read: http://www.tweedy.com/resources/library_docs/papers/WhatHasWorkedInInvesting.pdf For those who don't...
    Post by: comfy_slippers, May 6, 2010 in forum: Journals

  3. The Long Short - Deep Fundamental Pair Trading

    No, not at all. I would prefer to avoid them. When they inevitably appear I am doing my best to make them work in my favour. Yeah great...
    Post by: comfy_slippers, May 6, 2010 in forum: Journals

  4. The Long Short - Deep Fundamental Pair Trading

    [/b] Yeah same payoff diagram. the only difference being you are paid a risk premium with the oppies and get nothing long/shorting the stock....
    Post by: comfy_slippers, May 5, 2010 in forum: Journals

  5. Taking 410K to 4million by Year End 2010

    Nice One!
    Post by: comfy_slippers, May 4, 2010 in forum: Journals

  6. The Long Short - Deep Fundamental Pair Trading

    I’m of the belief that reversion to underlying value of a company is stronger than most classes of mean reversion. <b><i>Measuring the...
    Post by: comfy_slippers, May 3, 2010 in forum: Journals

  7. The Long Short - Deep Fundamental Pair Trading

    Hi Claudius, Good to hear from you. To answer your questions i'll answer in two parts. (1) Because I am not trying to replicate back tested...
    Post by: comfy_slippers, May 3, 2010 in forum: Journals

  8. The Long Short - Deep Fundamental Pair Trading

    i'm on the unbundled comission structure, and most months able to generate a rebate back from the exchange for adding liquidity.. Some of...
    Post by: comfy_slippers, May 3, 2010 in forum: Journals

  9. The Long Short - Deep Fundamental Pair Trading

    These trades were opened on Friday: 20 Long stocks BRNC – 4.99 CEP – 3.535 CLFC – 6.69 CNO – 6.08 ENER – 7.33 FCAL – 2.995...
    Post by: comfy_slippers, May 2, 2010 in forum: Journals

  10. The Long Short - Deep Fundamental Pair Trading

    I dabbled with traditional methods of Pair trading with mixed success... I broke even over 18 months... After commissions, spreads & margin...
    Post by: comfy_slippers, May 2, 2010 in forum: Journals

  11. The Long Short - Deep Fundamental Pair Trading

    Each month i'll post 20 Long & 20 Short trades. Stocks will be evenly weighted & there will be no bias as to which sector they trade. The...
    Thread by: comfy_slippers, May 2, 2010, 13 replies, in forum: Journals

  12. How is it possible to print money like hell and cause no inflation

    Well technically the seller of the securities is the one who receives the cash, not the company. This seller now decides where to allocate...
    Post by: comfy_slippers, Apr 30, 2010 in forum: Economics

  13. Taking 410K to 4million by Year End 2010

    This will be interesting to see if Neke was tempted to get involved.....
    Post by: comfy_slippers, Apr 30, 2010 in forum: Journals