Pair Trading Strategy Journal

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

  1. Yes close. Say I want to purchase $10,000 of each stock I divide 10,000 / share price = shares long/short.
     
    #301     Oct 28, 2008
  2. rjiecs

    rjiecs

    thanks everyone who has contributed to this thread. i'd had no idea how to trade pairs in stocks before coming by this thread.

    jonny, on 9oct you said you were down 2.9% of your acct, but after a few trading days you were back up to 21%

    does this mean the pnl varies a lot?
     
    #302     Oct 28, 2008
  3. Yes my account doesn't usually see 20% swings in several days, but as I and others predicted when the turmoil subsided many of my pairs returned to their norm very quickly, I don't think thats a normal event only because of the craziness of the last several weeks. my profit has been growing steadily since then.
     
    #303     Oct 28, 2008
  4. rjiecs

    rjiecs

    congrats! this really inspires me..i always like pair trading

    i just installed the software u'r using..have some questions:

    how do u add a list of stocks? i have to click and search for every single one..

    have u tried other exchanges? i tried adding singopre stock exchange but couldn't find any stock..

    again thanks for ur help
     
    #304     Oct 28, 2008
  5. Yes you have to add them one by one which is a bit time consuming, i think of it as a labour of love :) however I think they said on their forum they are updating the program to import stock lists at once, looking forward to that.

    Im only trading US stocks atm, was looking to get into LSE stocks in the nearby future but finding plenty of opportunities on the NYSE & NASDAQ.
     
    #305     Oct 28, 2008
  6. TraderBS

    TraderBS

    There is a famous saying about pairs trading - that is has "twice the risk and half of the return".
     
    #306     Oct 28, 2008
  7. We traders have a saying ''those who can't trade try to give crap to those who can''
     
    #307     Oct 29, 2008
  8. gkishot

    gkishot

    How long do you hold your positions on average? Do you use any recommendations from pairtrade finder?
     
    #308     Oct 29, 2008
  9. I think my average trade lasts about 7-10 days and yes I take all my signals from pairtrade finder.

    Closed one trade today for good profits;

    Sold TV @ 16.45
    Covered OMC @ 27.93

    Opened 2 new trades;

    Long GRS @ 3.12
    Short EGO @ 3.38

    Long BAX @ 59.08
    Short GENZ @ 73.57
     
    #309     Oct 29, 2008
  10. gkishot

    gkishot

    Do you use a broker who pays you interest on the short side ( or at least does not charge you interest) as yobo suggested at the beginning of the thread?
     
    #310     Oct 29, 2008