Nice analogy, and thanks for clearing it up for me. So it seems like PTF users may be approximating cointegration by trading non-trending...
No trade is suicidal unless your position size is too big. Jonny has stressed many times that he only trades small position size relative to...
Treve, Keep your head up. Yea, last week was pretty awful for me also. I have one pair that has eaten into my profits, to the extent of around...
Hi Angelo. True, Jonny's trades have alot of subjective choices added in. Thank you for your links. Perhaps you can crystalize my...
Jonny, On my radar, this trade showed an exit yesterday. Did you not clear out on this one, or are you still holding it? Cheers, Adrian
John, I should probably think more about your post before answering, but your post raises questions that I had been pondering also. For...
Some good information to think about. I guess it really comes down to whatever works for the individual. Certainly cointegration seems to be the...
Neo, As I understand it, MOC orders are independent of broker. The exchange offers what is known as a closing auction. This auction can...
I get MOC orders on NASDAQ stocks through IB no problems. Most of the the time the execution price is the closing price.
Yes, I have. I have entered a trade, then the next day, it reverted to 'watching'. A bit of a sticky issue, but not enough for me to stop using...
I figured I'd add them up just for the hell of it and see. The beta's average higher on the longs than the shorts (Yahoo data)..... Average...
Hi Tatankas, No, no note of betas. It's not one of my filters, but occasionally I will check when something else looks a bit awry - like larger...
I've noticed a strange occurance with my portfolio of pairs. Even though I am following Johnny's suggestions, and trading dollar neutral, so...
It's been a while since I posted, and hats off to you Johnny, great job on achieving your results. I'm re-reading the journal now that I have time...
Some great info here, thanks to the contributors. That ratchet effect of Parrondo's Paradox is a nice example of how stop losses that are too...
Tough day. Up +3k by 9:00am thanks to PRU and a couple of others, but whittled away the rest of the day down to +158.
I'm fairly new to the thread and was wondering what the significance is in # shares traded?
IMO, we have only seen the initial fear selloff. The poor economics of the next 2 years will hit companies fundamentals', causing a much larger...
Wow! Oil hit an overnight high of 66.97. Not far to your target. Nice.
Do any successful day traders here have daily account level profit targets? Ie: you have a 50k account size at 9:30am. If your realized and...
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