Pair Trading Strategy Journal

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

  1. dazzy

    dazzy

    Like Emily Litella used to say.... Nevermind

    I see that if all the trades are dollar neutral it worked out fine.
     
    #121     Sep 6, 2008
  2. GGSAE

    GGSAE

    Good Point Midas...what Joab is failing to look at when layering with pairs you're actually using the scaling to get the spread price you want for a better entry...this is not the same as directional trading by adding to a position that goes against you..that is clearly adding to a losing position because in pairs the immediate goal is not necessarily to have the spread immediately move in your bias. There is a TON of artform in trading pairs, one style will work for someone that would be disastrous for another...
     
    #122     Sep 6, 2008
  3. Joab

    Joab


    Congratulations, do this for the next 25 years (as I have) then let's have an adult conversation.





    Midas -

    Scaling into a winning position is ALWAYS a good idea in my books.

    Putting on one leg of the pair at a more favorable price then the other half is also something that can be done, provided that your net net dollar neutral at the end of the day.

    The whole point of pairs is to take advantage of the immediate arb of the emotional factors involved.
     
    #123     Sep 6, 2008
  4. GGSAE

    GGSAE

    I'd rather have a chat with a professional trader of 10 years that's had zero blowups...or maybe the trader that hasn't had a losing month since 2001...I think their insight would be more insightful than your thread comparing USA to a 16 yr old girl.
     
    #124     Sep 6, 2008
  5. Joab

    Joab

    roflmao

    You've been trading since 2001 and never had a losing month with 1500% returns per year ????

    I have traded along side of some of the legends in this business and NO ONE can even come close to this.

    If this where true you would be a mutli - billionaire by now.

    Sorry buddy but your a liar and have zero credibility anymore.
     
    #125     Sep 6, 2008
  6. no blowups since 2001 in pairtrading? what are the odds?
     
    #126     Sep 6, 2008
  7. Thanks Pachoo,

    yes dazzy, I do capital balance each position thanks mschey.

    forsalenyc, I will most likely post results of closed trades in a spreadsheet at the end of each month.

    I did a backtest in pairtrade finder on small caps, mostly energy stocks, and they produce high profits. I was thinking of incorprating small caps in my universe, has anyone had any experience pair trading small caps?
     
    #127     Sep 6, 2008
  8. GGSAE

    GGSAE

    Are you fucking retarded, go back and re-read what i typed...I said I would rather speak to a trader that hasn't had a losing month since 2001, anyone with an IQ over 80 should be able to realize I wasn't referring to myself...when i said their insight I was referring to two traders in my office that i would speak too instead of you Mr Blowup...jezz have another.

    And Don Bright knows who I am, so i can't lie about my returns dipshit - my credibility is all there.

    P.S. Go learn some grammar in between drinks...'your a liar'...
     
    #128     Sep 6, 2008
  9. Joab

    Joab


    Well since you made it personal ...

    GO FUCK YOURSELF, DIP SHIT :cool:

    You trade with Bright ?

    That explains everything lol

    It still amazes me that Don allows complete MORONS like you to work there.

    Are you the fuck up that lost them millions last month.?

    Actually the fact that you are probably just a newbie rookie that doesn't have a clue explains everything.
     
    #129     Sep 7, 2008
  10. Midas

    Midas

    Ok guys can we get back to business? This has the potential to be a good thread.
     
    #130     Sep 7, 2008