Pair Trading Strategy Journal

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

  1. If it really had, he could have started a serious 1B hedge fund already rather then spamming over e-mails like "how to create an iPhone application and become a millionaire".
     
    #2431     Jan 27, 2011
  2. How many traders would pay $9.99 for a pairs trading APPS? It needs a serious 100K purchases to make a mil. Is trading related Apps a viable biz?
     
    #2432     Jan 27, 2011
  3. He asks $500 for PTF or his robot, hence, he needs just 2000 purchases to make a mil. But youe can make much more (and much quicker) on prop. trading once you have a profitable strategy.
     
    #2433     Jan 27, 2011
  4. dukatu1

    dukatu1


    Closed today at 5.6% profit.
     
    #2434     Feb 11, 2011
  5. NKNY

    NKNY

    Nice trade dakatu1... How long where you in the trade ?
     
    #2435     Feb 12, 2011
  6. NKNY

    NKNY

    Steve nice tool website... Curious why you cant plot pairs shorter then 5 years. I'd love to look at one year and two year charts as welll...

    Nick
     
    #2436     Feb 17, 2011
  7. ar1zona

    ar1zona

    this is one of the best read on ET and it would not be possible without the generous contribution of many vet pair traders

    one question about PTF: do they offer intraday backtesting (on ETF and equity pairs)? Even if they do i assume its based on an external data feed right since the swing pairs were done based on closing prices (i read this somewhere in the post) which is free.

    For now i have no problem constructing a excel sheet to monitor and execute pairs, but it will take a while before i can find a way to backtest intraday pairs efficiently myself. Since PTF offers a very fair price i'd like to use their service for now, provided they have this service. If anyone know about this, or already day trading pairs with PTF, it would be great if you can share some of your experience with this strategy.

    I apologize if this question has already been asked/answered. I'm only about 1/4 through reading this thread but could not wait to hear the answer... thanks in advance for any help
     
    #2437     Feb 22, 2011
  8. NKNY

    NKNY

    No, ptf can only do end of day backtesting... I agree this was a great thread... It's a pitty people have stopped posting...

    Nick
     
    #2438     Feb 22, 2011
  9. ar1zona

    ar1zona

    ya somehow the post suddenly dead for no reason... even though everyone's still pair trading

    thanks for your reply, btw, do you know any other software/website/service that test intraday pairs?
     
    #2439     Feb 22, 2011
  10. ar1zona, do you need to identify pairs which converge/diverge within one day? If you're talking about regular Z distances (2.0 to track converging, <1.0 to track diverging) - there won't be much pairs like that for sure.

    But if you intend to maximize your profits by checking divergence intraday - then you could put an Excel spreadsheet together which will be doing that.

    However, I would advice to use it more for paper testing rather then for backtesting, otherwise it will take ages (i.e. approximately 400 times slower on a 1 min data) to back test a single pair.
     
    #2440     Feb 22, 2011