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  1. Pair Trading Strategy Journal

    Interesting. I've had that same thought because I do have pairs set up with multiple instances between a single stock. I may consider this...
    Post by: LazyLightnin, Apr 2, 2009 in forum: Journals

  2. Pair Trading Strategy Journal

    Hi Walt, When I upgraded to the latest release of PTF my correlation charts had a huge dip in them right at that point. I installed the...
    Post by: LazyLightnin, Mar 31, 2009 in forum: Journals

  3. Pair Trading Strategy Journal

    Hi Walt, Thanks for sharing your experiences. Impressive start. It's funny, but when I first started I had broad sectors and ran...
    Post by: LazyLightnin, Mar 27, 2009 in forum: Journals

  4. Pair Trading Strategy Journal

    Agreed. I've noticed the same thing. I've made the best profits on short length trades and I've closed trades early that showed a decent profit...
    Post by: LazyLightnin, Mar 18, 2009 in forum: Journals

  5. Pair Trading Strategy Journal

    Jonny, What are you finding are your typical holding times right now? I did 8% total net return in 2 months which I felt was pretty good....
    Post by: LazyLightnin, Mar 4, 2009 in forum: Journals

  6. Pair Trading Strategy Journal

    Hi Mike, I have Amibroker also. I thought about using it for finding pairs as well and noticed there was a recent thread on the user group...
    Post by: LazyLightnin, Feb 15, 2009 in forum: Journals

  7. Pair Trading Strategy Journal

    Somebody else on this thread mentioned the stochastic and said that was their observation. I was just repeating it. The people who produce the...
    Post by: LazyLightnin, Feb 11, 2009 in forum: Journals

  8. Pair Trading Strategy Journal

    Hi Chief, Not butting in but when you download the trial version I think they send you a spreadsheet with all the industry groups. Make pairs...
    Post by: LazyLightnin, Feb 10, 2009 in forum: Journals

  9. Pair Trading Strategy Journal

    Hi Ivan, I'd be interested in what you find. Looking back through charts RS divergence does seem to work quite well. Too bad it wasn't an...
    Post by: LazyLightnin, Feb 8, 2009 in forum: Journals

  10. Pair Trading Strategy Journal

    I'm new to this too, so take this with a grain of salt. In theory a larger Std. Dev. should produce better results, but you have to look harder...
    Post by: LazyLightnin, Feb 6, 2009 in forum: Journals

  11. Pair Trading Strategy Journal

    I've also noticed that sometimes looking at in trade pairs and waiting for a first minor reversal back towards the mean is a good time to jump....
    Post by: LazyLightnin, Feb 4, 2009 in forum: Journals

  12. Pair Trading Strategy Journal

    Hi Johnny, Have you noticed that sometimes the ratio appears to be clearly away from the average line and yet no signals are generated?...
    Post by: LazyLightnin, Feb 4, 2009 in forum: Journals

  13. Pair Trading Strategy Journal

    Thanks Johnny. I have everything over a 90 correlation in the pilot right now. I will start eliminating them as I go to trim the fat.
    Post by: LazyLightnin, Feb 3, 2009 in forum: Journals

  14. Pair Trading Strategy Journal

    Hi Johnny, I downloaded pairtradefinder and went through their list of industries and back tested them. There are just too many stocks, even...
    Post by: LazyLightnin, Feb 2, 2009 in forum: Journals

  15. Pair Trading Strategy Journal

    Hi Johnny, I guess I'm asking how loose or tight you have your groupings. Do you separate stocks into 5-10-20 groups? I mean something like...
    Post by: LazyLightnin, Jan 29, 2009 in forum: Journals

  16. Pair Trading Strategy Journal

    Hi Johnny, I made my way through your entire thread from the beginning. Very Interesting! I saw you had stocks broken down by major...
    Post by: LazyLightnin, Jan 29, 2009 in forum: Journals
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