Search Results

Search Again

  1. Pair Trading Strategy Journal

    Do industry groups revert to the mean? I used the 30-group Fama-French data to answer this question. (I discarded the "other" group and was...
    Post by: waditude, Jul 8, 2010 in forum: Journals

  2. Pair Trading Strategy Journal

    For those of you who have pairstraded for some years, what type of returns have you achieved and how have these returns varied year-by-year? I...
    Post by: waditude, Jul 4, 2010 in forum: Journals

  3. 100K to 133.14159K in 361 Days

    You will be missed.
    Post by: waditude, Sep 16, 2009 in forum: Journals

  4. Odds Czar: Simple Biases In the Futures Market: 2009

    Art, I just discovered your journal and have a simple question: When you calculate ranges, do you use open-to-close or close-to-close?...
    Post by: waditude, Jun 16, 2009 in forum: Journals

  5. A 70k bet that I can't make a 50% gain in 2009

    Hi Geez, Just curious to know what your YTD performance has been on this bet.
    Post by: waditude, Jun 9, 2009 in forum: Journals

  6. 100K to 133.14159K in 361 Days

    Excellent work! If it's not too much trouble, I would love to see the subaccount performance YTD like you showed on 3/7/09.
    Post by: waditude, Jun 3, 2009 in forum: Journals

  7. 100K to 133.14159K in 361 Days

    What methodology are you using? If mechanical, how did it do on backtest? Waditude
    Post by: waditude, May 4, 2009 in forum: Journals
Find older messages
Showing results 21 to 27 of 27
Search Again