It changes through the time, but I follow about 14-17 pairs at one time. I open 5 pairs at one time maximum. I do allocate 5000 USD per one pair.
reggieb, I am using Interactive Brokers for my trading and as datafeed. For analysis I am using just pairslog.com â is free website, perhaps...
Thanks to quick update at pairslog I am able to share charts from my pairs live trading that reflects the stats I was sharing last week. As I am...
Screenshots of cointegration that makes difference for my pair selection: [img]
Hello, I would like to publish follow-up to my previous posts with some update on my new experience with pair trading. After few month of...
I am still using http://www.pairslog.com that is also free.
I have closed two pairs today: ACE-CB for profit 3,38% EXR-SPG for loss -0.075% I have several trades still opened, but there are now all...
Hello, I have closed RNR-WRB pair for small loss of 0,37% today. I have also opened few new pairs few minutes ago: Sold ACE @ 53.77...
I have closed pair BCR-BDX for loss 0.78% yesterday. M.
Interesting day yesterday. From pairs trading perspective I was surprised that my positions where not affected a lot, although I have a bit of...
Closed 2 pairs yesterday: AB-OZM for gain 5% DFG/MET for gain 2,61% I am including my stats tracking all the trades here. M.
Who is Jared? I am basically using the setup that is set at pairslog as default, might try to test different setups too. M.
I am using 14 for st dev and 14 for mean. M.
04/29/2010: Opened new trade: Sold MTH @ 24.38 Bought RYL @ 23.47 Closed PNW-POM for loss 1% M.
Trom, First â I am beginner with pair trading, so please take my posts as thoughts of someone who is learning. You are right - I didnt pay...
Action for today: Opened 3 new pairs few minutes ago: Shorted BCR @ 84.41 Bought BDX @ 76.42 Bought AMR @ 7.39 Shorted LCC @ 6.85...
04/27/2010 action: Closed KIM-WRI for gain 0,81% Closed AFG-ALL for gain 4,06% Opened new pair: Bought BMY @ 24.27 Shorted WX @ 19.54 M.
On Monday I closed to trades: MET-SLF for loss 8,62% MTH-RYL for gain 4,96% I am incuding my equity and performance summary. M.
Hello irucken, I am still in a process of learning and investigation so please take my experience as something that can change in the future....
3 trades on thursday: Opened new pair: Bought EXC @ 43.50 Shorted PEG @ 30.83 Closed: BEAV-GD for gain 1,32% BR-LPS for gain 1,55% M.
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