Pair Trading Strategy Journal

Nice trade.

 

I tried this way too couple weeks ago and it failed. Even the PTF guys couldnt fix my problem. Yesterday I was trying maniacs advice and it worked. Actually pretty easy but obviously not easy enough for me, lol.

Neverthless thanks for your help. I very appreciate that!

saico

 

Took a few days for me before I could call it easy, figuring out was anything but. Very frustrating. Probably wasted 50 hours building, copying and backtesting databases.

 

Long AXS @ 28.23
Short PRE @ 69.02

 

Jonny, my tools say that these two stocks have poor correlation. Do your tools say the same?

Don

 

I am very consistent at taking profits too early.
Out HON:NOC

 

Much better than taking losses too late

 

great soothsayer of trading the pair, you couldn't have done any better, 5 for 5!!

may you continue to extract loot from the old in-out, in-out of the pair's differentials.

good job. and thanks, as i used a couple

 

WHR/MAS

Let's keep swapping ideas here...

 

I'm new to this thread and I would like to ask a question:

For how long do you normally want two stocks to be correlated before you consider pair trading them? (6 months? 1 year? longer?)

Thanks, its a great thread!