Pair Trading Strategy Journal

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

  1. Magnas

    Magnas

    just small note to my stats - the number for days in trade is not correctly counted yet.

    M.
     
    #2031     Apr 5, 2010
  2. Magnas

    Magnas

    Opened new pair today:

    ACE sold @ 53.32
    CB bought @ 51.67

    M.
     
    #2032     Apr 7, 2010
  3. Magnas

    Magnas

    Closed pair BHP - BTU for profit 344.72 USD.

    My stats are included (based on capital 10 000 USD per trade, paper trading, no commission)

    M.
     
    #2033     Apr 7, 2010
  4. Magnas

    Magnas

    Opened two new pairs today:

    BOT AB @ 32.50
    SOLD OZM @ 17.51

    BOT TEN @ 24.16
    SOLD ARM @ 14.27

    M.
     
    #2034     Apr 7, 2010
  5. mike4628

    mike4628

    Firstly let me say that I am french canadian so excuse my mistakes because I do not master english completely .
    I read this thread since the beginning and I would like to thank everyone who participated.

    Since August of last year I made over 190 trades in my real account, not a demo account with a success rate of 80%, as some of you I'll share my next trades
    hoping that this will give you ideas.
    to anyone who gives ideas of transactions like Magnas ,continue... it is interesting to see your ideas

    Note that the amount invested in each trade is different , as I adjusted in function of the volatility of each pair.I invest in 3k to 10k each leg of the trade for a profit target of 300.00 to 400.00
    (you can adjust)
    My exit point is based on a target and not a reversal to mean.
    I also use a time limit and a stop loss as an exit point. I have an average of nearly 30 days in a trade

    my trade of the day

    6k
    long CVH @ 24.07
    short CI @ 36.33
     
    #2035     Apr 9, 2010
  6. Good stuff Mike, looking forward to seeing your trades.
     
    #2036     Apr 9, 2010
  7. As per IBs communication ,they have introduced or are going to introduce Pairtrade finder. Can anyone tell how this works and where to find more information. Thanks.
     
    #2037     Apr 12, 2010
  8. Magnas

    Magnas

    Opened 2 new pairs today:

    Short ALV @ 54.07
    Long JCI @ 32.36

    Short PNW @ 38
    Long POM @16.99

    Closed:

    GPN-LPS for B/E
    GFI-GG for small loss -206
    (PL based on 10000 investment, no commission, paper trading)

    M.
     
    #2038     Apr 12, 2010
  9. Can you link the communication?
     
    #2039     Apr 12, 2010

  10. New Third-Party Commercial Tools
    We have recently added the following third-party integrated software solutions to our Commercial Tools program:


    Livevol Pro
    Pairtrade Finder
    MotiveWave
     
    #2040     Apr 12, 2010