Please disrecard Pair TZA and FAZ the chart and calculation have been changed to 6 months look back instead of 3 months. PA
How do you think about these Pairs. Long GLD Short SLV return 7.80% expected...
High WB, I read your post on the above date. Would you please clearify that the pair that divert against the trend of the market...
Hi fredman007, I think it is very good pairs with good correlation and high cointegration....
Hi Jonny Glad to see you again. I was studying back test and I did not think PTF use correlation into consideration when doing back...
I just look at drawdown on P&L on backtest if the highest drawdown is to high I would cut loss at some point and wait for any sigh of reversion. I...
Hi fredman007 I get into this Pair earlier and was stopped out on 10/5/07 lost about 5 %. It look like a good pair but drawdown is continueing....
Thanks fredman007, if I plan to keep pair overnight I trade one leg at a time usually trade the short side first then buy long sometimes I can get...
I am also new for Pair Trading, still checking the program and creating the system that suite me. I have a low pain threshold for drawdown and am...
I already asked Jared if he could make screening out a large draw down easier. This is his response :In version 3 we are going to add portfolio...
Hi fredman007 My look back period is one year, after the back test I screen out the pairs that I don't like then save the rest of the pairs....
Hi coreed and DGunz, I agree that the return are minimum. I do not trade this pair. This is a pair that has more than 10 years of data...
Jonny I do not see my previous response to you I just want to say that as your suggestion I can test the pairs up to 10 years now....
Hi jonny I did specified 10 years once on one of my computer it did not work then. I tried it again as you suggested this time it was working...
Jonny below is anoter screen shot for 10 year look back of QQQQ an SPY. PA
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