Also, since it seems so many spreads go against you initially, what do you think of waiting for spreads to get uglier before putting them on?...
jonnysharp, I was wondering if you have an opinion as to which indicator is your best guide to mean reversion. Is it the high and increasing...
Yobo, I also agree that correlation may not be the best way to put together pairs. 2 stocks may have great correlation, but may have a large...
Like Emily Litella used to say.... Nevermind I see that if all the trades are dollar neutral it worked out fine.
Jonnysharp, You state that out of your first 4 completed pairs, you had 4 winners. Correct me if I am missing something. I think you had 2...
I must be missing something, most if not all of these spreads appear to be losers. What am I missing?
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