Looks interesting. Haven't got it figured out yet, but obviously a great project requiring a lot of work. Is there a way to search for...
I'm wanting to avoid paying 35% on my trading income. I'm reading advice on forming LLC, "S" or moving to some island. I want something simple...
Nice work if you can do it. But what system is there that will give you the return that you say you expect, without larger losses to eat up your...
I've been trading with IB but opened an account now at TradeMonster. I'm wanting to find a way to get standard deviations on the underlying, to...
Anyone know how to set a profit stop with a trailing limit with IB? Is it possible? Example, instead of setting a profit stop at $xx, I want...
Let us know what options you choose, and what your results are. Walt
More thoughts on mean reversion with VIX/VXV (Note that this is copied from a 3 year old blog post) =============Tuesday, December 11, 2007...
Interesting possibility for a pair. From Vix and More blog. Is anyone trading VIX/VXV? ------------------- Tuesday, October 12, 2010 VIX...
An interesting article on the effect of Currency on Industry Peers. Applies to pair trading companies where one has global exposure, the other...
Why not ask them? They have the answers. Walt B
I've sent you a PM. The Youtube video is outdated. The software has been updated and some buttons may have been changed. There is no longer a...
You could add each pair individually, but it is easier to add them as a bunch. Click on backtest. You'll see the list of stocks in your...
I don't know for sure what you are experiencing, or not experiencing. You must first Add stocks to various groups (Financial, Gold, Restaurants,...
PTF makes it's alerts based on standard deviation of the current ratio of prices of the pair from the mean ratio. It is user configurable, but...
Ya, I was doing about 3% a week. I was excited. Figured I'd be a millionaire in a short time. After the good introduction to pair trading, my...
PairTrade Finder www.pairtradefinder.com I made $6-10,000 in the first 3 months I used it, entering trades of $2000 per side. I earned enough...
Mike, it would be interesting in seeing a .pdf of your trading results over that last month or so. Walt B
Hi Mike, Sorry, I don't have formulas for RSI, but I've seen them on the net. I use the charts in PairTrade Finder exclusively. Quick and...
Here's one that has earned me 2% since yesterday and has a long way to go yet. My estimate was 3.8% profit at 50% reversion to mean to 7.6% at...
Mike, Nice pick with ESS/MAA. Note, again, that the RSI had dropped below 30 and reversed before you entered the trade. It rose further...
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