Pair Trading Strategy Journal

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

  1. Darshan

    Darshan

    Esh, you think that would have smoothed that bug out... So what do you do with your trade at that point? Watch it manually?
     
    #2021     Mar 31, 2010
  2. That's what I ended up doing, just track it manually from that point.
     
    #2022     Mar 31, 2010
  3. Darshan

    Darshan

    Johnny,

    So you stay away from stocks 2 weeks before dividend day?

    I was on earnings.com and couldn't locate the dividend information.
     
    #2023     Mar 31, 2010
  4. Magnas

    Magnas

    Closed pair DRQ-NOV for loss -1151

    (based on 10 000 USD capital used)

    M.
     
    #2024     Apr 1, 2010
  5. Darshan

    Darshan

    It seems a lot of oil service sectors have been just ripping lately...

    Becareful

    How are you overall?
     
    #2025     Apr 1, 2010
  6. coreed

    coreed

    Here is a summary of all the trades I have posted to forum in Excel.

    These trades were all in real time, and members can validate the entries in the sheet with actual posts made on the forum starting at around P302.

    MS/AMTD is still open.

    This is a modified version of my actual trading sheet. All entries are before comm./financing costs.

    Profit/loss is based on 10k/10k.

    Other things will dominate life for a while, so maybe some time before I post again. Hence the summary.

    Pairs trading is not complex, (despite all the quant. discussions to the contrary), and PTF does not come with a secret sauce, it just organises the manipulation of the data in a user friendly way.

    Doing it day in and day out isn't complex, but as I have stated before, don't confuse this with it being easy. Doing it day in and day out is hard, and there will be losing weeks and losing months.
    You have to stick at it.
     
    #2026     Apr 2, 2010
  7. BD1

    BD1

    coreed thanks for sharing. It looks like you are doing very well. One question, what happened to the 3/11 FFIN/FHN trade? I don't see that on your spreadsheet.


     
    #2027     Apr 2, 2010
  8. coreed

    coreed

    Thanks for the heads up BD1

    This trade was closed on 29/03

    Sold FFIN @ 52.24 (-2.01%)
    Covered FHN @ 14.23 (-5.56%)

    23 trades posted to forum:

    16 wins
    7 losses
     
    #2028     Apr 2, 2010
  9. Darshan

    Darshan


    Thanks for this correed. And thanks for being so transparent. I'll post my trades in a bit once I get going as well.
     
    #2029     Apr 2, 2010
  10. Magnas

    Magnas

    Several trades today:

    Closed HD-LOW for profit 174.90 USD
    Closed AMB-PLD for loss -131 USD

    Opened:
    short BR @ 21.23
    long LPS @36.37

    short MET @ 44.84
    long SLF @ 32.57

    Stats for my trades opened here are included as screenshot.
    (all trades are sim, no commision, P/L based on 10 000 USD capital per trade)

    M.
     
    #2030     Apr 5, 2010