Pair Trading Strategy Journal

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

  1. Out IYR:IWN at a profit. Smaller profit than targeted, as usual.
     
    #1481     Aug 11, 2009
  2. Short APC @ 50.75
    Long SU @ 32.07
     
    #1482     Aug 11, 2009
  3. waltbx

    waltbx

    The new Alerts feature in PTF - what does it do?

    I've set it up but I don't know what it does. The test email works.

    What I'd like is to select the pairs I'm holding, choose ratios to trigger an alert, and when those ratios are reached have PTF give an audible alert and send me an email, but only on the pairs I've chosen. I can then exit and take my profits.

    Can anyone tell me what the Alerts feature does?

    Second question. They have offered a new service to provide subscribers with emails for buy signals, separate from the PTF software on my computer. Is this simply sending the same signals that I get from my PTF software, including all the false positives, or is some human going over the signals they get, and cherry picking the ones to alert subscribers? Any idea? Anyone using the service? I've emailed them, but no response after a week or so.

    Walt B
     
    #1483     Aug 11, 2009
  4. saico

    saico

    I'm still on an older version. Plus/Minus trigger would also be a great addition to my trading.
     
    #1484     Aug 11, 2009
  5. Pachoo

    Pachoo

    There is a link to the new version somewhere in this thread (I think like 10 pages back)>
     
    #1485     Aug 11, 2009
  6. saico

    saico

    Thanks Pachoo, I will think about it. But as long as I dont see real improvements to my trading I will stay with the older version.

    Saico
     
    #1486     Aug 11, 2009
  7. Passing:
    APC:SWN
    EXC:CNP (div)
     
    #1487     Aug 11, 2009
  8. Out IWS:IJR on small profit.
     
    #1488     Aug 12, 2009
  9. froluis

    froluis

    Many seem to put their trade just before close. Why? what is the advantage of doing that?
     
    #1489     Aug 12, 2009
  10. It seems like PTF bases its calculations heavily on the "ratio" of two equities. However, isn't there a problem with the arbitrary choice of which stock is the numerator and which is the denominator?

    I agree it's a good idea to keep things simple and I don't intend to get too overly mathematical. But the ratio ABC/XYZ will obviously behave differently from the ratio XYZ/ABC. Numerically, it will also affect other calculations based on the ratio, such as PlusMinus, PercentFromMean, etc. The difference may not be significant and the signals may still get triggered around the same time so in the end it may or may not matter.

    Does anyone here have any thought on this?
     
    #1490     Aug 13, 2009