The RD/SC article got me going with pairs trading and I played RD/SC quite a lot last year. It's never been the same since RD was removed from...
At around noon today I could not get some simple NYSE buy orders executed. I tried market and limit orders as well as SMART routing and direct to...
Margin interest rates at many brokers are lower than the teaser rates offered by credit card companies.
How about a site that shows the prints for an individual stock throughout the day? I found this on Lycos Finance but only for the last 20 trades...
Unfortunately the IRS requires every individual trade to be itemized on Schedule D (or an attachment to the schedule). The gross proceeds will...
The article that introduced me to the topic is "Pairs Trading" by Stephane Reverre. It was in the March 2001 issue of Technical Analysis of...
I just printed mine out and can see that the amounts reported in the two accounts are additive. Same thing for the monthly account statements.
If trading during market hours, I don't see much if any risk of a trade getting reversed. What has happened occassionally to me (I'm going to...
You need to report your trades. The IRS will receive records of sales proceeds from your broker for your SSN. I'm sure you would get an...
If all else fails, try the George Castanza approach. You'll recall he was a looser character on Seinfeld. One time, realizing he always made the...
I have a very small AMR/DAL trade going now. Before this latest decline, DAL had a nice runup while AMR didn't budge much so I'm down a bit right...
You're probably right in this case that you would have gotten a better fill, although maintaining your sell order would have been additional...
Think it through. Say the bid is 15.35. TMBR is willing to buy at 15.34. Your order is to sell at 15.35 and is routed to NYSE. The bid drops...
Skeptic, They say, "If your order is eligible for automatic execution . . .". Your's probably wasn't at the NYSE bid. But when the bid was...
I think the scenario you paint could legitimately happen. Perhaps the NYSE specialist got hit with simultaneous market orders (or even a limit...
My average holding period for a pairs trade last year was 3.1 days. Lots of day trades and some I got stuck in for a long period of time. I...
All of my pairs trading is from correlated pairs within the same sector. I like gold, telecom, utilities, and oil. I've had limited experience...
Is there any self employment tax (social security and medicare) if you claim trader status or is it just a mark to market at year end and...
Actually I've had much success with FNM/FRE. When I started pairs trading them the spread as I recall was about 14 points. Now it's in the 5 to...
ChrisM, Sorry for the tardy response. I have not read the book you mentioned although I believe about a year ago I did preview it on...
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