Experiencing a sour trade: Short ELOS Long SMTS since the 13th July. Anyone's observations on why this was a bad choice are welcome. Adrian
Walt, I have done this a few times. You need to move the directory where the pairtradefinder database exists. I generally install PTF on the...
Thanks tk, That's what I'm looking for!
As I understand it, a reduced standard deviation of returns is the way to go in terms of reducing risk. However SD doesn't discriminate between...
Entered at the open: Long VSAT @ 26.15 Short DSPG @ 8.88
Damn! After last nights surge, the SP500 is beating me since I started pair trading - We are both over 11% since the 4th May, and it's beating...
Hi Walt, I have all the recent updates, and no issues to speak of here....sorry.
Short NTGR @ 16.08 Long SATS @ 15.18
What has the greatest volume, the open or the close?
I have tried to manually get the 'generic combo' to work with stocks. I can create the combo, but rarely get any worthwhile bid/offer prices on...
Damn! That's some tight stop you've got working there. I looked at the pair, and it's very nice imo. Are your stops working out for you? Adrian
Anyone engage in AMEX stocks? I have avoided that exchange for years on account of getting horrible fills. Anyone have any good experiences...
Hi TT, In my experience I see the same thing. It seems like opening positions in a bullish period provides profits when the market turns...
EDU/EPAX?
BAP/DB ?
Well done Jonny, super performance!
Hi Jonny, Can you advise what was it about this pair that caught your eye, given the correlation is so low (61%)?
Because it's not correlation that makes you $$, it's the pairs' cointegration. Get a pair that is too highly correlated, they move so close...
Attached is what the pair looked like when I traded it. I'm surprised I did not have the correlation chart there, however, there you go....
I am rid of my most horrid trade - CEPH/VRX. It came back from a really terrible level to only a 16.47% loss on invested equity. I'm still...
Separate names with a comma.