Was watching this one too but couldn't find a trigger to get in according to the way I trade. Is posting this triangle on this thread really...
hey all, when you say 'price action' do you mean price behaviour in terms of an overall picture that price is telling us, or do you mean...
Yes absolutely. Thank you very much. I was aware that forward testing would be required but had forgot to include it in my previous post. I...
Hi, that is a good question and no I am not at the stage of running forward test yet. Is the universe of cointegrated pairs constantly changing? I...
I have developed some code to check through the stock market for cointegrated pairs using end of day data. The number of cointegrated pairs I have...
Hi is anyone using co-integration as a filter for tradable pairs. I noticed that Catalyst Corner gives a lot of pairs are cointegrated but when...
How do you add FX to PTF?
Yes this helps a lot. Thank you. Trying to improve on my trading, having started on 29th November my trading has been sideways, currently less...
Is it wise to employ a minimum market cap. on each of the legs of a pair trade? I currently have not been doing this & have attempted to mitigate...
Thank you for sharing. Is that >5% of one side (ie avg loss 2.5% each side) of 5% of the sides added together (ie 5% avg loss each side)?...
Was just wondering, when people pair trade (specifically using Pair Trade finder), is it generally acceptable within the strategy that stocks can...
Some more trades: Sold CPX @ 31.38 Covered RES @ 30.45 Long ROK @ 68.15 Short WGOV @ 37.95
Thank you for your input. I think it makes sense to have a maximal number of open trades as long as the risk to the account is sensible. For me, I...
Same industry, high correlation and good backtest data, plus no fundamental reason against the trade and no planned news releases that would...
I am looking for advice if anyone cares to help. I am inexperienced so am looking for those who are experienced to give me their views. I am...
Sold SWC @ 21.78 Covered BW @ 37.23 Long BKH @ 30.14 Short IDA @ 37.05
Some more trades: 10 open trades now, will not be adding any more since I am paying 50% margin for each position. Long ELOS @ 9.89 Short MSA...
& Long MCF @ 55.81 Short SFY @ 36.61
Put a couple more pairs on today: Long CPX @ 28.66 Short RES @ 29.73 Long BHP @ 83.33 Short TCK @ 49.26
Some pairs I've put on today: Long SWC @ 18.64 Short BW @ 35.60 Long SSL @ 45.38 Short MUR @ 67.23 Long LHCG @ 26.41 Short AFAM @ 35.87
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