Pair Trading Strategy Journal

My CI doesn't update though unless I refresh prices. Anybody else experiencing it. I would have CI of 0.02 etc.

 

Hi...

I wanted to ask a general question amongst the pairtradefinder users. I have PTF latest edition and have some issues about executing trades.

Do you guys use the live data feed or delayed data feed?

I have in the past done live trades and found that there was a problem in the signals being generated by the PTF software.
The problem was that a trade was "fired off" and when i executed the trade .. the trade seem to drop off the system and just go back to a watching mode and out of "in trade mode" .. can someone please enlighten me a bit of this and timing the trades.


Thanks in Advance

 

07/28

long IR
short IBM

 

Hello to everyone...
This is my first post on this forum that I was looking for since two weeks, because I'm at the beginning on pair trading and I wish to learn much more.
Could you please tell me what I've to read and which kind of program, (better if is free for the moment) I can use?
Thank you much in advance

 

All the pages in this topic. Yes..all 400 some of them. PTF is not free, well free for 30 days but I won't start the trial till reading and re-reading all the pages.

Also visit chan blogspot and his book on quant trading. It is 60$ but pretty good for matlab codes etc.

This is to get started and then develop your system..if you can..

 

The Handbook of Pairs Trading, Ehrman
Pairs Trading: Quantitative Methods and Analysis, Vidyamurthy
And if you are still thursty, Burgess PhD thesis, A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage.
Enjoy

 

Yes, but read all 400 page it's quite long!!!
and PTF what does it means?
I saw that much people use pairtradefinder, but it's expensive?

 

Don't get fooled into thinking any of this is easy money...unless you are Quant Finance Ph.D

 

Nuvolare. In trading, self education is very expensive. Ive spent many thousands on books and software.


Guys .. whats the latest version of PTF out? I run PTF... Does anyone have a download link?

 

Latest version is 3.04, you have to signup at www.pairtradefinder.com/freesoftwaredownload.php to get access to the download page.