I've read here before that the IB Combo Order will work with stocks, and I've tried it w/o success. I've also read the TWS helps and I can't...
I don't know how to program a spreadsheet macro, but if I did, I would make one that would link to my broker (IB) and close a pair when the ratio...
Tatankas, What you are saying is making some sense to this little head of mine. However, as I understand what you are saying, the online sites...
My search for beta for CVI comes up blank or N/A (yahoo, aol, google, msn) and for DK I get 1.72 at MSN money. Quite a difference from 1.19....
Thanks, and help me with this. The PTF charts work with dollars, and I've been pair trading a dollar neutral strategy for about 4 months now....
CVI long @ 6.69 DK short @ 8.09 Here is a promising pair. I show a potential 3.72% profit if the ratio hits half way to the mean. PTF...
Easy, Stock. Making spreadsheet entries probably isn't so hard. However... This is Jonny's journal of his trades, which he has been...
I don't. I don't know how to identify cointegrated pairs, other than to see a consistent profit history and nice consistent ratio charts. That's...
Correlation has not been a valid filter criteria in my trades. I've been pair trading with real money since March 5 using PTF. I've completed...
Thanks for the note about ex-dividend. I have been checking for earnings releases, especially this month, but not dividend dates. Walt B
As simple as that. Here I thought you were timing the trend. I still wonder about your choice, why you took this trade? The down sides look...
Hey Jonny, A very interesting position on this trade. PairTrade Finder says to Short ACE and Long ACGL -- ie to revert to the mean, ACE must...
Great, Jeff, hope you make some money! Thank Jonny, though. It's his work that we are all gaining from. Walt B
Jared at PairTrade Finder says IQfeed is more reliable than the free Yahoo. I have a couple of question for those using IQfeed. 1) Does PTF...
I've reconsidered. And, like I have said before, I thought I made a mistake once, but I was wrong. Once again I believe that financials are a...
Knocks, Ok, I understand. However, I'm having trouble grasping how to identify pairs that are co-integrated. Co-related stocks can be found by...
I don't think you need to worry about your pairs being lost, it's just the data associated with those pairs. Here's what I'd do. I'd shut down...
Yesterday I rebuilt my data base in PTF and the charts were repaired. Today 19 of my first 40 stock had charts missing data from yesterday, so I...
I'm a big looser, without the hedging side in place. At least I've been in the past. I try to remember that the reason I'm pair trading is that...
Hey Ivan, I received a quick response from Jared at PTF. I followed his instructions and my data base is rebuilt and working MUCH better. The...
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