Hello, i would like to kindly revive this topic so that I can pick your brains about how to connect to the sterling trader via a program...
I have not empirically tested it, but my gut says that cointegration breaks apart as much as correlation does. There will be periods with high...
Follow-up on this trade - as it looks will close around the flat or marginally positive/negative result. Currently is 0.14% in the money.
And another one (30-10-2013), actually two and I've combined them into a three stock pair to disperse the risk. BHP long @ 71.31 BTU short @...
I took another trade (30-10-2013) for the journal and discussion. XEC long @ 106.25 SM short @ 90.00 and here is the chart of the pair.
Closed. XEC @ 107.88 PDCE @ 72.02 Gain 1.27%
closed for a quick scalp (didn't catch it at the right price and time). DVN short @ 65.48, closed @ 64.00 SM long @ 86.14, closed @ 85.00 net...
Hi, I've made my own backtest analyser with historical data from yahoo. It gets the data then I run the correlation check (don't know how to do...
Thanks for your comment. How do you filter out trades that seem to be trending, I mean how do you decide that it's a strong trend and you won't...
XEC long at $105.50 PDCE short at $72.22 It seems I can't put two attachments as of the moment, so I'll post the next trade in a new message....
AEM short at $30.52 NGD long at $6.19 both positions are taken as dollar neutral, and delta spike. I hope these trades will stir up a...
Hello, this is my first post here, actually I've read the topic quite some time ago when johnnysharp was writing and that got me to try the...
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