Help me make a tool for pair trading

Discussion in 'Strategy Development' started by chvid, Nov 7, 2018 at 7:03 AM.

  1. chvid

    chvid

    Hi.

    (I hope this is a suitable subforum.)

    I am working on a tool for supporting (non-automated) pair trading:

    http://pt.christianhvid.dk

    And I am looking for some early feedback. What do you guys think?

    It runs in a (modern) web browser and does not require signup.

    -- Christian
     
  2. it took so long to load i figured it was a virus - it jammed up my firefox browser like a mofo.

    also the whole idea of pairs is for what? for people who think they can survive longer before they lose all their money. without something that actually makes money you have just another piece of internet junk site.
     
  3. Robert Morse

    Robert Morse Sponsor

    You are going to need to provide more details. And non-automated? Why?
     
    MarkBrown likes this.
  4. chvid

    chvid

    For the same reasons that you would put on a trade in single instrument without it being automated.

    For example you have the idea that of the FANG stocks, Apple is strongest and Google's advertisement business model is about cruble due to political and societal backlash. So you want to short Google while going long Apple.

    In order to time and size properly you need charts and data.

    This is a tool for that.
     
  5. chvid

    chvid

    I am sorry about that; the tool does a lot of client side calculation.

    I have tested it on Firefox Mac OS X and it runs as expected.

    Can you tell me more about your configuration?
     
  6. Robert Morse

    Robert Morse Sponsor

    So like a spread sheet to track equity pairs values?

    By the way, we offer Realtick, which has a server side pairs trader.
     
    MarkBrown likes this.
  7. DaveV

    DaveV

    I tried it on a Chromebook. None of the links to the pairs work.
    I suggest that you install Chrome on your Mac and retest.
     
  8. bone

    bone ET Sponsor

    Don’t mean to be a Debbie Downer - I’ve had about twenty former Bright traders come to me saying that equity pairs were no longer holding up for them. They were fading one and two sigma moves and getting smoked.

    Just some relevant information, and best of luck with your venture.
     
    dealmaker likes this.
  9. chvid

    chvid

    It is not really comparable; it is more about examining data, best demonstrated with an example:

    http://pt.christianhvid.dk/#AAPL-GOOG
     
  10. Robert Morse

    Robert Morse Sponsor

    I agree that the reversion to the mean pairs trading of similar securities has not worked well in a while. I have some institutions that both day trade and swing trade, long/short baskets based on their data set and are doing well. Any where from 30 to 2000 symbols. The quant work is done overnight.
     
    bone likes this.