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  1. Pairs Trading Strategy Model

    Correlation just give you some kind of protection against market moves - Market Neutural
    Post by: m&m&m, Jun 25, 2003 in forum: Strategy Building

  2. Pairs Trading Strategy Model

    Hi, thetraderprofit It’s interesting, you mentioned 5 years period. It also seems that Neutural Al uses www.pairstrading.com for his analysis....
    Post by: m&m&m, Jun 24, 2003 in forum: Strategy Building

  3. Pairs Trading Strategy Model

    It's coming :)
    Post by: m&m&m, Jun 10, 2003 in forum: Strategy Building

  4. Pairs Trading Strategy Model

    What is your profit objective? FNM/FRE could give you a few percents here and there. I’m not in a trade if I don’t expect in return at least...
    Post by: m&m&m, Jun 10, 2003 in forum: Strategy Building

  5. Pairs Trading Strategy Model

    Hi, all. It looks like pairs trading model might do much better then combined with ADX indicator. I’d like to back test it. Formula for ADX...
    Post by: m&m&m, Jun 4, 2003 in forum: Strategy Building

  6. Pairs Trading Strategy Model

    There is a formula for correlation for any 2 functions. It’s pure mathematics. This formula is not very complicated (no integrals or...
    Post by: m&m&m, May 23, 2003 in forum: Strategy Building

  7. Pairs Trading Strategy Model

    If there are 2 functions (in our case 2 stocks) then the best way to find out if the functions related to each other is to find correlation...
    Post by: m&m&m, May 23, 2003 in forum: Strategy Building
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