Recent Content by Kevin_in_GA

  1. Pair Trading Strategy Journal

    So your strategy here is to short EFX and go long NOC? If so, how did it play out today?
    Post by: Kevin_in_GA, Jul 8, 2011 in forum: Journals

  2. Pair Trading Strategy Journal

    I asked Jared this exact question, as I noticed the same thing. Here is his response: Kevin, This depends on the datafeed and the stocks....
    Post by: Kevin_in_GA, Jul 5, 2011 in forum: Journals

  3. Pair Trading Strategy Journal

    Equifax versus Northrup Grumman? 1. These are not in the same sector or industry, which while not required is usually a good thing. 2. I...
    Post by: Kevin_in_GA, Jun 30, 2011 in forum: Journals

  4. Pair Trading Strategy Journal

    System Preferences -> General Options Change your update frequency to something faster than the default (300 seconds). Other than that I got...
    Post by: Kevin_in_GA, Jun 28, 2011 in forum: Journals

  5. Pair Trading Strategy Journal

    You're correct - that was a typo. Correct number is $147.33.
    Post by: Kevin_in_GA, Jun 28, 2011 in forum: Journals

  6. Pair Trading Strategy Journal

    There is always a now when it comes to placing a trade, but let's avoid philosophical arguments for the moment. I agree that the half-life...
    Post by: Kevin_in_GA, Jun 28, 2011 in forum: Journals

  7. Pair Trading Strategy Journal

    Well, the shortest you can go with PTF is 1 year. If the average trade is 8-15 days, then a 252 day look-back (1 year) would probably be fine....
    Post by: Kevin_in_GA, Jun 22, 2011 in forum: Journals

  8. Pair Trading Strategy Journal

    I haven't seen one yet. Also got feedback from Jared that he is now thinking that shorter time-frames for cointegration make more sense for...
    Post by: Kevin_in_GA, Jun 22, 2011 in forum: Journals

  9. Pair Trading Strategy Journal

    install from www.pairtradefinder.com/PairTradeFinderSetupV303.msi
    Post by: Kevin_in_GA, Jun 22, 2011 in forum: Journals

  10. Pair Trading Strategy Journal

    OK, interesting update. I talked with Jared and asked him specifically about the time frame over which PTF determines the co-integration...
    Post by: Kevin_in_GA, Jun 20, 2011 in forum: Journals

  11. Pair Trading Strategy Journal

    Not really sure - cointegration clearly is time frame dependent, but is still somewhat of a black box to me as well. I plan to take a small set...
    Post by: Kevin_in_GA, Jun 18, 2011 in forum: Journals

  12. Pair Trading Strategy Journal

    Some further thinking on PTF: Having used the new version for about 6 weeks, I am pretty satisfied. Several things need some work for the next...
    Post by: Kevin_in_GA, Jun 18, 2011 in forum: Journals

  13. Pair Trading Strategy Journal

    Nice work. What software are you using to generate these results? Also, is there a time-based input into the co-integration metric? I have...
    Post by: Kevin_in_GA, Jun 4, 2011 in forum: Journals

  14. Pair Trading Strategy Journal

    I have been using the new version of PTF (3.01) for about two weeks. The interface is essentially unchanged from prior versions (the last I...
    Post by: Kevin_in_GA, May 29, 2011 in forum: Journals