Pair Trading Strategy Journal

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

  1. trader26

    trader26

    good job magnas, how many trades do u follow?
    s
     
    #2051     Apr 14, 2010
  2. Magnas

    Magnas

    trader26

    I follow portfolio of about 25 pairs. I also slowly change some pairs in my portfolio as learning more and more about pairs trading. Hope to go live (with smaller account) in about 2 months.

    M.
     
    #2052     Apr 14, 2010
  3. Darshan

    Darshan

    Mergers & Aquisitions & Takeovers oh my...

    Do you guys have any strategies for this? In the past couple of months I've gotten clipped by two takeover and sustained huge losses as a result.

    The latest one was AREX/ME

    I was long AREX short ME

    This was the homework I did...

    Checked all news of possible rumors of takeover prior to...
    AREX is an $9.00 stock, ME is a $20.00 stock....check
    AREX had a much lower price to book.....check
    AREX has about half the maket cap them me.....check



    and yet ME was aquired by apache.

    While this is a sound strategy a lot of the anomoly moves comes when there is some news hitting the market (insider trading, news leak) and we unfortunately fade it.
     
    #2053     Apr 15, 2010
  4. mike4628

    mike4628

    Exit one trade

    Sell CI @ 23.90

    Buy CVH @ 34.40

    4.58 % Profit
     
    #2054     Apr 15, 2010
  5. Magnas

    Magnas

    Closed 2 pairs for profit today:

    AB-OZM for profit 4,96%
    ALV-JCI for profit 3,37%

    Opened 2 new pairs:

    Sold AEM @ 60.87
    Bought BVN @ 32.55

    Bought RNR @ 57.14
    Sold WRB @ 27.09

    M.
     
    #2055     Apr 15, 2010
  6. mike4628

    mike4628

    Busy day

    Closed 2 others trades

    XRX -MLHR profit 6.1 %
    FMX - ABV profit 7.7 %


    Opened 2 news trades

    4k
    Buy IN @ 13.26
    Short ZBRA @ 30.37

    6k
    Buy GG @ 40.34
    Short EGO @ 14.03
     
    #2056     Apr 15, 2010
  7. Dayyyyyyyyyum, son. Brutal. You couldn't have avoided it, though, because it happened overnight.

    Question for you: if you only held intraday and closed all positions out over night, would these types of events have generally been avoidable?
     
    #2057     Apr 15, 2010
  8. Darshan

    Darshan

    Yes, it seems most of these announcements happen in the am right before market open... Closing out at the close would have avoided it.


    That's the thing with pair trading you eat quite frequently like a bird, lots of winner, but everyonce in a while you shit like an elephant, fading a stock that is ripping parobolic.

    Your not from Chicago are you? I worked with a guy that would say Dayyyyyyum Son all the time.


     
    #2058     Apr 15, 2010
  9. Darshan

    Darshan

    Bone,

    Anyways to get access to your forum on the spread professor site?

    What are some of the things you look for to avoid mergers, aquistions, takeovers?

    J

     
    #2059     Apr 15, 2010
  10. Yeah, I'm from Chicago. I probably picked it from a guy who knows a guy who knows a guy who knows your friend.
     
    #2060     Apr 16, 2010