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  1. Pairs Trading Strategy Model

    Hi AAA, Pairs trading and long/short strategy are both hedging strategies. If you trade/invest primarily based on FA, then you have a long/short...
    Post by: Neutral_Al, Sep 23, 2002 in forum: Strategy Building

  2. Pairs Trading Strategy Model

    Hi all, I did open a position on 9/20/02 at the open R=1.104. So far it is a loosing trade. I decided to hold it over the weekend. The question...
    Post by: Neutral_Al, Sep 22, 2002 in forum: Strategy Building

  3. Pairs Trading Strategy Model

    Hey Dave, I think the book is pretty good. It is written by professional HF managers. The perspective of a pro on pairs trading is hard to get...
    Post by: Neutral_Al, Sep 20, 2002 in forum: Strategy Building

  4. Pairs Trading Strategy Model

    Hey Royce, Exited FO/ITT today at the close R=0.786 with 5.87% profit. Not bad. Now will wait for reverse. Al
    Post by: Neutral_Al, Sep 20, 2002 in forum: Strategy Building

  5. Pairs Trading Strategy Model

    Hi Royce, I found this pair by calculating 2 year correlation and adding some strict parameters on 40DMA over 6 months. The book that I bought at...
    Post by: Neutral_Al, Sep 19, 2002 in forum: Strategy Building

  6. Pairs Trading Strategy Model

    Hi Dave, I use end of the day data from TC2000 right now. It takes forever and it is all manual. I need an automatic source with real time data...
    Post by: Neutral_Al, Sep 18, 2002 in forum: Strategy Building

  7. Pairs Trading Strategy Model

    ChrisM, I used ge/msft as a general example. Actually, the correlation between these 2 stocks is only 28% according to my calculations. The stock...
    Post by: Neutral_Al, Sep 18, 2002 in forum: Strategy Building

  8. Pairs Trading Strategy Model

    Hi CHrisM, Correct. However, you are not interested in one particular correlation ex: ge/ msft. You trade 10, 20 at a time. One stops working,...
    Post by: Neutral_Al, Sep 17, 2002 in forum: Strategy Building

  9. Pairs Trading Strategy Model

    Hi WDGann, The ideal pairs trading system would incorporate some elements of the FA, especially the quantifiable ones. It would be much better...
    Post by: Neutral_Al, Sep 17, 2002 in forum: Strategy Building

  10. Pairs Trading Strategy Model

    ChrisM, You are right, most of the correlations do not always work. What I am trying to do is to find a pair of stocks where the price ratio...
    Post by: Neutral_Al, Sep 16, 2002 in forum: Strategy Building

  11. Pairs Trading Strategy Model

    The ratio is 0.8244 at 14:22 today. AGN is a much better hedge/pair for MRK. The correlation over the past 2years is much higher. If you still...
    Post by: Neutral_Al, Sep 16, 2002 in forum: Strategy Building

  12. Pairs Trading Strategy Model

    I have no problem with www.pairstrading.com so far. I continue to receive my updates daily. I use Qcharts to study the recommendations. This is...
    Post by: Neutral_Al, Sep 15, 2002 in forum: Strategy Building

  13. Pairs Trading Strategy Model

    This is what I did so far: 1. Zurich Capital report on Market Neutral Hedgefunds - up to 120% annual return with very high Sharpe Ratio. Sounds...
    Post by: Neutral_Al, Sep 7, 2002 in forum: Strategy Building

  14. Pairs Trading Strategy Model

    I have been lately introduced to pairs trading. It sound like it is a great strategy to trade uncertain bear market in a trading range. I am...
    Thread by: Neutral_Al, Sep 5, 2002, 524 replies, in forum: Strategy Building
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