Recent Content by sslavin

  1. Pairs Trading Strategy Model

    That's very true. I can't believe lately how many fills it takes to get 500 and 1000 share orders done. Can you imagine a 50,000 share block....
    Post by: sslavin, Aug 11, 2003 in forum: Strategy Building

  2. Pairs Trading Strategy Model

    Ain't that the truth! The biggest issue for me lately is justifying risk for the reward, and frankly there are many hours in the day where the...
    Post by: sslavin, Aug 11, 2003 in forum: Strategy Building

  3. Pairs Trading Strategy Model

    Yeah... I guess. I have 10 monitors in front of me. 4 for pairs. 4 for one sided analysis, and two for order entry. 4 computers total. You...
    Post by: sslavin, Aug 11, 2003 in forum: Strategy Building

  4. Pairs Trading Strategy Model

    Fortunately, I trade big enough that my rebates made me some money. But I'm only making a few thousand a month after all is said and done. I'm...
    Post by: sslavin, Aug 11, 2003 in forum: Strategy Building

  5. Pairs Trading Strategy Model

    Guys, Well...I'm not sure where Don is on this situation. I really don't think Bright has ever said it's a core strategy. Maybe that was true...
    Post by: sslavin, Aug 10, 2003 in forum: Strategy Building

  6. Pairs Trading Strategy Model

    It's been a while sense I heard from anyone. You're right...pairs have been VERY hard in the last quarter. Unreal trending going on. Of course,...
    Post by: sslavin, Aug 10, 2003 in forum: Strategy Building

  7. Pairs Trading Strategy Model

    Intraday pair scalping has been unreal lately. It's very tough to make anything without having multiple legs...it's possible...but it's tough....
    Post by: sslavin, Jun 11, 2003 in forum: Strategy Building

  8. Pairs Trading Strategy Model

    This is a great example of the pitfalls of ANY speculation. I don't care how great you think the trade is, in the market you have to work based...
    Post by: sslavin, Jun 10, 2003 in forum: Strategy Building

  9. Pairs Trading Strategy Model

    Ok -- I've looked at both a price difference chart and a % chart (or ratio chart) of MWD:MER and MWD:GS. I use a 1:1 differential for MWDMER and...
    Post by: sslavin, May 23, 2003 in forum: Strategy Building

  10. Pairs Trading Strategy Model

    Quote from Fraze14: Return correlation seems to be a more accurate measure because it doesn't treat the moves of a $5 stock and a $20 stock the...
    Post by: sslavin, May 23, 2003 in forum: Strategy Building

  11. Pairs Trading Strategy Model

    I think it just depends on your time frame you trade in. Let's say you do your research and conclude on a 5 year chart of a pair that the two...
    Post by: sslavin, May 9, 2003 in forum: Strategy Building

  12. Pairs Trading Strategy Model

    Sure...I'll give it my best shot. 1 &2) I'm a prop trader with Bright Trading. My comish is less than .75c/sh. What I do many can't simply...
    Post by: sslavin, May 8, 2003 in forum: Strategy Building

  13. Pairs Trading Strategy Model

    I disagree that most traders trade ratios (C divided by JPM) versus differentials (C minus JPM -- with a multiplier factored in to the...
    Post by: sslavin, May 8, 2003 in forum: Strategy Building

  14. Pairs Trading Strategy Model

    You might also look at www.pairtrader.com. Good info and products, etc. Let's keep up the good places for research/education for pairs. Thanks.
    Post by: sslavin, May 7, 2003 in forum: Strategy Building

  15. Pairs Trading Strategy Model

    www.pairtrader.com is another site for pair strategy, education, and software. -- ss
    Post by: sslavin, Apr 14, 2003 in forum: Strategy Building