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  1. Pairs Trading Strategy Model

    Hi everyone, I haven't looked at the thread for quit some time, was out for Christmas and New Year. No trading for the past two weeks, just...
    Post by: Neutral_Al, Jan 13, 2003 in forum: Strategy Building

  2. Pairs Trading Strategy Model

    man, What's wrong with calculating correlation on price? How calculating correlation on yields gives you better prediction? Al
    Post by: Neutral_Al, Dec 10, 2002 in forum: Strategy Building

  3. Pairs Trading Strategy Model

    Post by: Neutral_Al, Dec 9, 2002 in forum: Strategy Building

  4. Pairs Trading Strategy Model

    Hi Homer, Apparently what they did was they took certain correlation and divergence parameters and calculated all the pairs for the Russell for...
    Post by: Neutral_Al, Dec 9, 2002 in forum: Strategy Building

  5. Pairs Trading Strategy Model

    I got an e-mail from www.pairstrading.com over the weekend stating that they lounched a new pairs trading software product on their site. I...
    Post by: Neutral_Al, Dec 9, 2002 in forum: Strategy Building

  6. Pairs Trading Strategy Model

    Hi Nitro, What was the reason you stopped pairs trading? Was it the pairs that blew out because of earnings? Or was it because you just got...
    Post by: Neutral_Al, Dec 3, 2002 in forum: Strategy Building

  7. Pairs Trading Strategy Model

    Hi man, Could you please explain what is the pattern recognition tool that you are using. Al
    Post by: Neutral_Al, Nov 29, 2002 in forum: Strategy Building

  8. Pairs Trading Strategy Model

    Hi man, I find that despite being market neutral, pairstrading is still dependant on the direction of the market when you trade pairs based...
    Post by: Neutral_Al, Nov 26, 2002 in forum: Strategy Building

  9. Pairs Trading Strategy Model

    Hi, You are absolutely right about pairstrading-related changes in the market place. That is the reason you are seeing companies like FO and...
    Post by: Neutral_Al, Nov 18, 2002 in forum: Strategy Building

  10. Pairs Trading Strategy Model

    Hi Royce, I am doing both. I only trade some of the Pairstrading.com's pairs that make sence to me such as MXIM/LLTC, GM/DCX, TGT/WMT, SBC/BLS,...
    Post by: Neutral_Al, Nov 8, 2002 in forum: Strategy Building

  11. Pairs Trading Strategy Model

    Hi everyone, Still holding FO/ITT. Opened a new position today BK/MEL @ R=0.9190. I am planning to sit in it for a while. Despite some...
    Post by: Neutral_Al, Nov 7, 2002 in forum: Strategy Building

  12. Pairs Trading Strategy Model

    Closed DRI/APPB today at R=0.8081. Nice profit. Opened FO/ITT as PairsTrading.com recommended today. Al
    Post by: Neutral_Al, Nov 6, 2002 in forum: Strategy Building

  13. Pairs Trading Strategy Model

    Hi, everyone. I just got back from vacation. Did not post for a while. Opened a new position today: DRI/APPB @ R= 0.7589. High correlation,...
    Post by: Neutral_Al, Nov 4, 2002 in forum: Strategy Building

  14. Pair for KLAC

    According to my calculations these are the most correlated stocks with KLAC within S&P 500 : MKSI BBY EV USIA CAT AKS WHR URI TGT SWK...
    Post by: Neutral_Al, Nov 4, 2002 in forum: Strategy Building

  15. Pairs Trading Strategy Model

    Hi galtg, Welcome. I am going to plug in your 21 day stoch with 6 day rsi into my correlation. Sounds interesting. Let me test it. If you like...
    Post by: Neutral_Al, Oct 8, 2002 in forum: Strategy Building

  16. Pairs Trading Strategy Model

    Hey Bob, I opened the position on 9/20. I looked at your record... Do you have a system or do you scalp general correlation 100 shares at a...
    Post by: Neutral_Al, Oct 3, 2002 in forum: Strategy Building

  17. Pairs Trading Strategy Model

    Closed FNM/FRE today at R=1.137 with 3% gain. Could not wait any longer. It is still quite far from 40dma. Working on my timing... Al
    Post by: Neutral_Al, Oct 3, 2002 in forum: Strategy Building

  18. Pairs Trading Strategy Model

    Hi Royce, Currently I am testing several systems. All of them are based on correlation analysis. However, some of the constrains are different....
    Post by: Neutral_Al, Oct 2, 2002 in forum: Strategy Building

  19. Pairs Trading Strategy Model

    Hi Mark, How do you find the spreads you use and how do you determine the percentage number? Al
    Post by: Neutral_Al, Oct 2, 2002 in forum: Strategy Building

  20. Pairs Trading Strategy Model

    Hi trendsetter, You're describing what the majority of pairs traders do: you find a correlated pair of stocks and trade it increasing the...
    Post by: Neutral_Al, Sep 24, 2002 in forum: Strategy Building
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