I use the combo order everyday with good success. Best way to create a combo is to drag each stock from the main screen to the combo window....
I think that the IB combo order will do most of what you want. Although I am not sure about the trailing stops angle. Don
Thanks, I see your point. Although I think that correlated pairs tend to dampen the beta differences, you are probably correct that it still has a...
I don't see the logic for using beta to balance your pair positions. Beta simply measures the volatility compared to the market, it does not...
Spin, I'll have to give a little more thought to your double straddle idea, but if that could be done with minimum time value it sounds...
I don't think he expected a definitive answer since there is none. I might have said "you have to predict the movement of the underlying" If...
I don't have a good quantitative guideline for you, but one way to achieve black swan protection is to use options. If you have some options savvy...
It's not too difficult. First record a macro to copy and insert the column/row into your storage space. Using insert will automatically push the...
I don't follow why you need different files. Why not just set a timer to copy the Excel quotes every 5 minutes into different columns or rows? Don
Yes, but the total amount at risk is technically unlimited if you have short stock. BTW, I have never seen a good answer to this question. Don
In the last 24 hours both MFC and PRU issued earnings. MFC dropped 3% and PRU jumped 20%. Apparently you were not impressed and faded the...
Actually I have pretty good success with the YHOO stock quotes. Quite a bit better than their BB content (LMAO, BTW). If you know another site...
I use YHOO quotes that are automatically obtained via an Excel web query. Works pretty good. I think I get their 15min delayed quotes, but it...
After seeing your note I did think it looked attractive from a price ratio perspective, but I didn't have time to study any other factors so I did...
Okay, I got it. Thanks, Don
Normally, I get nervous when earnings haven't been issued and are very near. A lot of unknowns can sometimes raise their ugly heads upon earnings...
I don't think the problem is that the SEC is toothless, although they may be. I just don't think that they are very sympathetic to short sellers...
FWIW - I got out of this trade on Friday with a small profit. This morning the divergence got bigger than I have seen before so I decided to jump...
Relative to the CMP/SYT trade, I kinda liked it despite the low correlation and took a small position. The last couple of months I've noticed that...
Jonny, According to my Excel correlation calculations this pair is only 62% over the last 150 days. The last 90 days it's only 32%. I don't...
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