Intraday Pair trading

Discussion in 'Strategy Development' started by sungtaeyoo, Dec 11, 2010.

  1. Hi,

    Does anybody do intraday pair trading successfully? Can you find edge even in intraday and does it converge well? Before doing backtest myself, I'd like to know it is worth testing.
  2. works for me...:cool:
  3. I believe Bright trading teaches there traders intraday pair trading
  4. bone

    bone ET Sponsor

    Oh hell yes. Stocks are arbed to death with the pairs (stat arb), futures a bit more opportunity in terms of capital efficiency and profit potential. The performance bond requirement on a tier 3 Eurodollar futures spread is less than $600 all in total.

    Swing trading futures spreads (pairs) has an exceptional risk/reward/capitalization metric when properly modeled.