Pair Trading Strategy Journal

Haha too funny. Your not a TransMarket Group are you?

 

Closed a trade

KO-PEP profit 1.9 %


Opened one trade

6.5K
Long SPG @ 83.15
Short EXR @ 13.25

 

Is this news responsible for the divergence?

 

Hi Myosinv

I just trust this divergence because as far as 3 years cointegation between these two socks is almost perfect . I think we need more than that to Break the pattern .

http://bigcharts.marketwatch.com/interchart/interchart.asp?symb=:exr&time=&freq=

Sorry for my english (I am a french canadian boy )

Mike

 

Hello,

two traders on Friday:

Opened new pair:

Bought KIM @ 15.65
Sold WRI @ 23.20

Closed
ACE-CB for gain 1,95%

Some stats - first trade opened 5.March 2010
So far 28 trades opened, 19 closed. Win ratio 78.95%, RRR 1:1.4
Average profit 434.20 USD per trade.
Realized profit so far: 4985 USD - cca 5% on my paper capital. Not bad after about 1 month of learning. Commission would be about 140 USD.
All trades are real-time put into my broker paper account.

I am including all my trades from my journal (Exit/Entries etc).
Comments on selected pairs etc. are welcomed.

M.

 

Maybe a little bit Lucky

Exit

CRN-GEO profit 40.5 %

 

Awesome info in this thread... I have a couple pairs that seem to make sense to me. I read through the entire thread all million pages! lol.

Anyway I'm just starting out in learning about pairs trading and am interested in your thoughts on these pairs...

SBUX-GMCR (Coffee)
V-AXP (Financial)
RL-PVH (Retail Apparel)
AMTD-MS (Brokers/Financial)
GXDX-SIRO (Medical)

Thanks for all the great info in this thread! Look forward to hearing your replies.

 

opened a trade

7k
Long ACM @ 28.84
Short URS @ 49.99

 

I have opened new pair:

Bought BEAV @ 28.69
Sold GD @ 75.83

and closed EXC-VVC for loss -1,91%

M.

 

Closed

MRO -SSL Profit 5%


Opened

7k
long DRI @ 47.11
Short TXRH @ 15.52


5K
Long KIM @ 15.03
Short MAC @ 40.92