Pair Trading Strategy Journal

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


  1. -1.7% for the trade.
    -15% annualy.
     
    #371     Dec 17, 2008
  2. just found this thread today and found it a great read. i'm also interested in this style of trading and will probably be adopting it come jan 1st for my own OCD'ness. one question i have is what version of the program you would advise getting~ is the cheapest one viable for all, or are some of the later capabilities really important that the more expensive versions offer. i doubt i'll be automating the trades i'd prefer to do them myself at least for a while. thanks,

    dm

    had to post to get my thread subscription~
     
    #372     Dec 17, 2008
  3. They only have one version released, however version 2 is in beta testing and you can request that version by email.
     
    #373     Dec 19, 2008
  4. Opened 1 new trade;

    Long JWN @ 12.75
    Short ANF @ 22.84
     
    #374     Dec 19, 2008
  5. 1 new trade today;

    Long DRQ @ 17.60
    Short OII @ 27.41
     
    #375     Dec 23, 2008
  6. Closed 1 trade;

    Sold APA @ 71.99
    Covered OXY @ 53.45
     
    #376     Dec 26, 2008
  7. Do you allow odd lot quantities in your orders, or do you always round to the nearest hundred shares?
     
    #377     Dec 26, 2008
  8. Hello
    When did you enter the trade that you closed on Dec-26-08?
    I could not find it anywhere in your posts.

    Happy New Year

    Gabe
     
    #378     Dec 27, 2008
  9. Yes equal $$$ long/short on each side, no rounding.
     
    #379     Dec 29, 2008
  10. #380     Dec 29, 2008