Pair Trading Strategy Journal

Discussion in 'Journals' started by jonnysharp, Aug 18, 2008.

  1. CBuster

    CBuster

    :)

    don't panic. nothing wrong with spreadbetting - esp if you are just looking to dabble a bit. but if / when you decide to switch from targetting making a few quid to doing it for a living / serious side cash, then you might want to reconsider
     
    #1041     May 18, 2009
  2. Dr Who

    Dr Who

    Just opened an account with IG Markets.
    Yes, the difference is fairly plain now.

    Tradefair (Bodycote): 135.3 - 136.2
    IG: 135.0 -135.75

    Tradefair (Dana): 1303.7 - 1309.3
    IG: 1306.0 - 1308.0

    Every little extra helps :)
     
    #1042     May 18, 2009
  3. Dr Who

    Dr Who

    Just had another look and these are the quotes for Dana Oil now:

    Tradefair: 1297.3 - 1304.7
    IG : 1313 -1315

    Surely arbing between these two markets should be possible too ?

    Mmmmm, will have to monitor this....
     
    #1043     May 18, 2009
  4. Dr Who, how many stocks are there in London that are decent for pairs trading? I mean average daily volume over 500k, Market cap over 200 million and stock price over 5$ Or something around that.
     
    #1044     May 18, 2009
  5. Dr Who

    Dr Who

    I only trade those in similar sectors that are in the FTSE 100 or 250.
    I am watching 68 pairs but some are being culled along the way as I get to know them a little more intimately.
     
    #1045     May 18, 2009

  6. Guys,

    This is a fair point. I'm trying to develop some Continental European and UK trading pairs. I'd appreciate some ideas on this front. For example, in the UK at the moment, I only have...

    ANTO/BLT
    BP/RDSA
    GSK/AZN
    IAP/TLPR
    PRU/AV
    SBRY/TSCO
    WPP/AGS
     
    #1046     May 18, 2009
  7. Dr Who

    Dr Who

    Now Dana is trading

    Tradefair: 1311 - 1315
    IG : 1303 - 1305

    This is most strange and worthy of looking into. Does anyone else know anything about arbitrage between spreadbetting companies and CFD's ?
     
    #1047     May 18, 2009
  8. Dr Who

    Dr Who

    OK, I understand why the discrepency in prices now. That's me jumping the gun.
    For some reason the prices shown on the IG Markets interface are delayed 15 mins and its only when you open a ticket and put in a quantity that you can see the 'live' prices for that CFD. Weird idea but at least it shows their very small spread.
    1p compared to Tradefair's 4-5p. And there was me getting all excited :)
     
    #1048     May 18, 2009
  9. Got our of TXN/ADI @ 0.89 for a tiny profit after fees. Pocket change.
    Did not want to ride it over the ADI earnings.
     
    #1049     May 18, 2009
  10. Dr Who

    Dr Who

    The downside with the IG Markets CFD account is that in order to overcome their minimum commission of £10 at either end, you need to be trading in some reasonably substantial numbers.
    I estimate you need to be buying at least 1000 shares of around £8 or so each which would require a margin of around £2000. So, for each pair you'd need a margin of around £4000. So, to be actively trading 5 pairs a day, with each lasting in the region of 9 days say, you may have to finance 80 or more margins at any one time. This means an account of around £160,000.

    Perhaps jonnysharp or any others who actively trade CFD pairs could let me know how their numbers compare.
     
    #1050     May 19, 2009