hey jonnysharp quick question with all of these backtests done do they account for splits and dividends. if not those backtests can be very misleading. thanks
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I trade mostly the liquid stuff, ETFs like XLE, SPY, EWJ, etc......and pair trade ETF vs ETF, I don't pair trade the holdings against the ETF.
Hi jonny, Do you trade ETFs in identical fashion to stocks with respect to entries and exits .. etc. And are you currently used a time-based stop on both? sleepy :
Hi Jonny, Do u take signal and trade on a pair consistently or just just whatever signals from other pair that comes from the scan (just require the backtest to satisfy your criteria) What the use of taking small position trade? This does not seems to allow your equity to reaching new level from existing drawdown compared to taking 1 substantial trade position. All the small position different pairs might turn out to be loser altogether and this would lead to a drawdown and even wipe the account. Whats your opinions?