Recent Content by cookie

  1. Pair Trading Strategy Journal

    That historical SH>2 pair begins to degenerate after Mar. Though that pattern could be recognized. Selected indicators on ratio chart, training...
    Post by: cookie, Sep 21, 2009 in forum: Journals

  2. Pair Trading Strategy Journal

    I am not using PTF either. Basically, I web scrape the tickers from yahoo complete industry page and iterate the combinations. there I got my...
    Post by: cookie, Sep 20, 2009 in forum: Journals

  3. Pair Trading Strategy Journal

    not sure if it has been discussed here already or not. does anyone use log(p1/p2) instead of spread = p1- beta * P2, the validation and diff...
    Post by: cookie, Sep 20, 2009 in forum: Journals