Pair Trading Strategy Journal

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

  1. deucy28

    deucy28

    #2851     Mar 3, 2013
  2. deucy28

    deucy28

    #2852     Mar 8, 2013
  3. deucy28

    deucy28

    #2853     Mar 11, 2013
  4. deucy28

    deucy28

    #2854     Mar 12, 2013
  5. deucy28

    deucy28

    #2855     Mar 14, 2013
  6. deucy28

    deucy28

    I generally post my charts at Charts of Note thread under the MAIN section and TRADING forum. I had an inquiry there today March 15 and preferred to answer it below on this thread.

    This thread is a Journal that ran for 3 1/2 years that was a very popular one on ET over that period........Aug 2008 thru Dec 2011..........Pair Trading Strategy Journal. First post is here:

    http://www.elitetrader.com/vb/showthread.php?s=&postid=2032507#post2032507

    But I doubt initial inquiries about pair trading would include a desire to read 3 1/2 years of posts. It is about conventional pair trading, primarily stocks. I read it for years, but never posted for reason explained below.

    I tried to revive this Journal thread last year with my first post on it Aug 2012, but it has become an almost solo participation and a place to post occasional "explanations" for my advisories so I don't clutter the other thread Charts of Note. I suspect my lonesomeness here is because I don't use software, and I don't make quick pair trades, which so many posters and their software seemed to me to be their motive on this Journal thread. I could be wrong in that judgment, but I found myself in a different style of pair trading, influenced by "my own invention of pair trading" which occurred before I knew folks were doing any sort of pair trading. So I didn't take up with their software, but I learned much from this thread and was excited to discover it. I highly encourage anyone who wants to enjoy relative safety while finding high probability of gains to explore the discipline. Pair trading is described frequently for its relative safety and as having a theme of "modest" gains. My style is that way interrupted thankfully with periods of excess over modest gains like others who are more conventional than me; I arguably go into much fewer trades as I tend to explain that as being due to my penchant for SAFETY.

    To the inquiry put to me from the other thread today, if you wish to understand the chart I posted there and others like it, you can follow my posts on this Journal thread since August 2012. My first post on this Pair Trading Strategy Journal.... 8-12-2012 post..........

    http://www.elitetrader.com/vb/showthread.php?s=&postid=3596885#post3596885

    That post has a bad link in it referring to my first post of a trade. I post my charts on the thread--Charts of Note--tending to post any "lengthy" explanation about them on this Journal thread. The proper link for my first post of charts is on Charts of Note....

    http://www.elitetrader.com/vb/showthread.php?s=&postid=3586686#post3586686

    I hope you don't mind referring you to having to track previous posts that explain charts. It is the most effective way for you to understand, in my opinion.
     
    #2856     Mar 15, 2013
  7. deucy28

    deucy28

    #2857     Mar 16, 2013
  8. deucy28

    deucy28

    #2858     Mar 16, 2013
  9. deucy28

    deucy28


    CVX Short / XOM Long

    Chart 5

    Pair advisory from Mar 14th plot following.

    Now progressing to a 2nd Layer ?
    Bigger gains traditionally occur from these additional Layers !


    http://www.elitetrader.com/vb/showthread.php?s=&postid=3763098#post3763098
     
    #2859     Mar 20, 2013
  10. deucy28

    deucy28

    #2860     Mar 20, 2013