Pair Trading Strategy Journal

Please disrecard Pair TZA and FAZ the chart and calculation have been changed to 6 months look back instead of 3 months.

PA

 

Anyone tried charting the spread with bars/candlesticks so utilize the OHLC values as well? I use tradestation fyi so probably need to program something custom.

 

There are lots of posts about pairs on the TS forum. Scuba Steve is a frequent poster. He and geoMean have an ELD system posted there as a starting point.

 

a new trade at the open

B/ EWU @17.04
S/ EWG @24,10

i try to get 4% out of the trade

 

Closed today.


bmc 43.64
akam 50.1

at a nice profit: 9.4%,

 

Way to go OHTodd.

Closed this trade today at 8.7%.
Thanks for a good tip.

 

GLD/SLV is in a strong trend. I wouldnt trade that pair at all at this scenario.

 

Here is a chart of this:

http://www.sectorspdr.com/eqsnaps/?do=charting&symbol=all&tList=MET&startPeriod=Last+52+Weeks

When did you enter (i.e. how long did you hold) this?

 

looks like a "moneymachine" pair

B BHP @82,84 (close yesterday)
S BBL @71,08

 

09-27-10