Pair Trading Strategy Journal

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

  1. academic

    academic

    How could you use a service from people who don't know how to spell?

    "our twitter channel, your inbox or you mobile phone" -> your mobile phone

    "Your not dependent on market direction" -> You're not dependent
     
    #1501     Aug 13, 2009
  2. Because I'm paying for their trading signals and analysis, not their grammar.
     
    #1502     Aug 13, 2009
  3. Walt, you can use the IB Excel API. I made a sample for you.
    1- Install the API component from IB website.
    http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc
    2- Enable API in TWS: DDE for Excel/Configure the Application to Support API Components
    http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm
    3- In Excel, change Tools/Macro/Security to medium.
    4- Start TWS.
    5- Open the spreadsheet and follow the instructions.
    In the same folder as the spreadsheet, put an sound file called "Chime Down.wav" or PM me your email so I send it to you cuz I dont think I can attach it here.
    This can only give you an audible alert, no emails. From what I look in Google it seems doable but I dont have this feat.
    If you fail and have questions ask here so I dont repeat 50 times and other can benefit also.
     
    #1503     Aug 13, 2009
  4. You could even automate the orders.
     
    #1504     Aug 13, 2009
  5. xty

    xty


    Thanks......

    Good analysis, i have manage to trade this pair for roughly 3 months. i used a model i built based on the instrument available to me (spreadbetting) .

    At the moment the divergence has gone hay wire considering the 1 year data i have (over 2 sd at the moment).

    The volatility is actually quite high.
     
    #1505     Aug 14, 2009
  6. Dont forget that over the last 3 months we have been under the same market conditions. Also, the advantage in pairs trading come from diversification. Spread the risk over many pairs and your overall risk decreasses (assuming trades are uncorrelated).
     
    #1506     Aug 14, 2009
  7. academic

    academic

    I'm sure they are just brilliant in their trading signals and analysis. Is it written in crayon?
     
    #1507     Aug 14, 2009
  8. xty

    xty

    Totally agree with u.........

    I do other pairs like SPX/dax, DAX/FTSE
     
    #1508     Aug 14, 2009
  9. PCanyon

    PCanyon

    I see Pairtrade Alerts hasn't updated their trade performance since July 6th.

    Combine that with spelling mistakes and I think they should be a bit more buttoned up if they're looking for subscribers at $39 a month.
     
    #1509     Aug 16, 2009
  10. Rubbish comments like these simply degrade the thread...

    Your whinging about $39 when win % is 85+ and av win is 25% higher than av loss.....get a life mate....clearly better than 99% of junk out there and if anything should congratulate him on transparency of results.....

    I'll take the trades and buy him some more crayon's, just to ensure he keeps doing what he is doing...
     
    #1510     Aug 17, 2009