Recent Content by Papa Smurf

  1. Intraday Pair Trading/Stat Arb

    Equity pairs. Thanks for the Knight tip. I've got a call into them now. Best regards
    Post by: Papa Smurf, Mar 29, 2012 in forum: Strategy Building

  2. Intraday Pair Trading/Stat Arb

    Hi everyone, I am looking for recommendations for good pair trading execution software. (Just to be clear not looking for a pair trade...
    Post by: Papa Smurf, Mar 28, 2012 in forum: Strategy Building

  3. Intraday Pair Trading/Stat Arb

    Bone, thanks for your post. The offer still stands for discussion offline. We've got a long list of statistical methods some of which we've...
    Post by: Papa Smurf, Mar 16, 2012 in forum: Strategy Building

  4. Intraday Pair Trading/Stat Arb

    Hi RK. I have nothing to sell. It's just an invitation to have an exchange of ideas that goes beyond what can be handled in a chat room format.
    Post by: Papa Smurf, Mar 16, 2012 in forum: Strategy Building

  5. Intraday Pair Trading/Stat Arb

    My partner and I have used and tested a variety of statistical methods for automated pairs and would like to exchange ideas with others who may...
    Post by: Papa Smurf, Mar 15, 2012 in forum: Strategy Building

  6. Intraday Pair Trading/Stat Arb

    Google Statistical Arbitrage High Frequency Eurostoxx 50. Author is Dunis et. al.
    Post by: Papa Smurf, Dec 22, 2011 in forum: Strategy Building

  7. Intraday Pair Trading/Stat Arb

    Pardon my ignorance, but why would you not wish to test cointegration for intraday pairs trading? What would you recommend as a better signal? I...
    Post by: Papa Smurf, Dec 22, 2011 in forum: Strategy Building