Pair Trading Strategy Journal

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

  1. coreed

    coreed

    Follow up from y.day's Layer 1 trade in AMTD/MS

    Layer 2(2 x 2.5 SDs)

    Sold AMTD @ 19.19
    Bought MS @ 29.08
     
    #1991     Mar 26, 2010
  2. coreed

    coreed

    Exited 2 trades today:

    Sold ACC @ 27.32 (+.77%)
    Covered NHP @ 36.37 (-4.42%)

    Sold NX @ 16.54 (+3.12%)
    Covered WY @ 44.81 (-.72%)

    21 Trades posted to forum:

    15 wins
    6 losses
     
    #1992     Mar 26, 2010
  3. Magnas

    Magnas

    Closed 4 pairs for profit:
    (all profits based on 10 000 investment, paper trading, no commision)

    AFG-ALL for profit 299 USD
    BR-LPS for profit 281 USD
    BMY-WX for profit 558 USD
    CS-NBG for profit 713 USD

    Total statistics:

    12 pairs opened
    8 closed for profit
    0 closed for loss

    4 remain opened (2 due that I missed valid entry signal)

    M.
     
    #1993     Mar 26, 2010
  4. Magnas

    Magnas

    Opened 4 new pairs today:

    Sold BHP @ 78.96
    Bought BTU @ 44.48

    Bought EXC @ 43.35
    Sold VVC @ 24.14

    Sold HD @ 32.91
    Bought LOW @ 24.54

    Sold GPN @ 45.53
    Bought LPS @ 39.01

    M.
     
    #1994     Mar 26, 2010
  5. Darshan

    Darshan

    Question to all pairs traders,

    How do you take into accoutn dividend days? Do you primarily just stay out of these stocks a few days prior to and a few days after the dividend days?

    Thanks!

    Is this information on Yahoo Finance?
     
    #1995     Mar 26, 2010
  6. coreed

    coreed


    Long stock - I disregard ex-div dates.
    If I am short the stock and it goes ex div wthin my max trade length(15 days) I look at what the payout/share is. If it is significant I will probably pass on the trade.

    Best source of ex div dates is earnings.com
     
    #1996     Mar 26, 2010
  7. coreed

    coreed

    #1997     Mar 28, 2010
  8. Darshan

    Darshan

    Might be a silly question, but what is the difference between industry and sector?
     
    #1998     Mar 28, 2010
  9. Darshan

    Darshan

    I've been dabbling with the pair trader software for a few days. Today is my first day live and I have no idea when I have a trade signal:) I'm hearing the audio tones go of but when I look at the console it just has the stocks it's watching and the stocks that are currently in the trade, I have no idea which is the most recent alert.

    Any help would be appreciated...

    Thanks!
     
    #1999     Mar 29, 2010
  10. click the "triggers" button
     
    #2000     Mar 29, 2010