Recent Content by tatankas

  1. What's the best mechanism to dynamically adjust leverage?

    What you think of ATR? Adjust leverage based on ATR, does not makes sense to you?
    Post by: tatankas, Jun 14, 2010 in forum: Strategy Building

  2. Pair Trading Strategy Journal

    Don, Imagine the following scenario: Stock A beta is 1 Stock B beta is 2 You short 1k stocks for stock A and long the same amount for...
    Post by: tatankas, Jun 23, 2009 in forum: Journals

  3. Pair Trading Strategy Journal

    There are different ways to calculate beta. You can use different time period and index reference. E.g. from yahoo help page: The Beta used...
    Post by: tatankas, Jun 23, 2009 in forum: Journals

  4. Pair Trading Strategy Journal

    Walt, according to yahoo finance CVI beta is 2.26 while DK is only 1.19. This could dissuade a dollar-neutral approach. But, i have some...
    Post by: tatankas, Jun 23, 2009 in forum: Journals

  5. Pair Trading Strategy Journal

    What was your stop? How are you setting your stops?
    Post by: tatankas, Jun 22, 2009 in forum: Journals

  6. Pair Trading Strategy Journal

    Not for me, I am still not trading financials.
    Post by: tatankas, Jun 18, 2009 in forum: Journals

  7. Pair Trading Strategy Journal

    It's just me, or lately it's almost impossible to find decent pairs?
    Post by: tatankas, Jun 17, 2009 in forum: Journals

  8. Pair Trading Strategy Journal

    I also can't understand this trade. According to my charts and to PTF, the ratio crossed mean ratio 1st of June. It's possible that you had...
    Post by: tatankas, Jun 15, 2009 in forum: Journals

  9. Pair Trading Strategy Journal

    According to yahoo finance TCO closed @27.94 and SPG @54.59 . Are you not trading in the end of the day, or these were the prices you got with...
    Post by: tatankas, Jun 5, 2009 in forum: Journals

  10. Pair Trading Strategy Journal

    No more than 10% on each position, and you will be fine :)
    Post by: tatankas, Jun 4, 2009 in forum: Journals

  11. Pair Trading Strategy Journal

    "It's a market of our own allowing us to profit" . Sorry, this sounds great, but I can't understand it. Why the big players would ignore the...
    Post by: tatankas, Jun 1, 2009 in forum: Journals

  12. Pair Trading Strategy Journal

    The trade was opened 15th April. The loss should be around 3.5%. Besides the loss, there is the opportunity cost and interest you have to pay...
    Post by: tatankas, May 28, 2009 in forum: Journals

  13. Pair Trading Strategy Journal

    Imagine: ratio=1.1 Average ratio for last 14 days= 1 Percent from the mean is 10% . PercentFromTheMean it's a indication of your...
    Post by: tatankas, May 22, 2009 in forum: Journals

  14. Pair Trading Strategy Journal

    Total, how are you doing? Can you share your statistics? I am asking, because I am following a different aproach. These 2 pairs are...
    Post by: tatankas, May 20, 2009 in forum: Journals

  15. Pair Trading Strategy Journal

    From IB WebSite: "An account must have at least USD 100,000 (or USD equivalent) in Net Liquidation Value to be eligible for a Portfolio Margin...
    Post by: tatankas, May 19, 2009 in forum: Journals