Pair Trading Strategy Journal

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

  1. One new trade;

    Long ANV @ 3.92
    Short GRS @ 5.04
     
    #411     Jan 9, 2009
  2. hat8866

    hat8866

    Jonny,

    thanks for the help. I was doing most of the same things. One other thing I added to help reduce the amounts of buy signals was to increase my strech and I added a second layer to really show ones that have gotten a bit out of whack
     
    #412     Jan 10, 2009
  3. 2 new trades;

    Long BAS @ 10.80
    Short HAL @ 17.93

    Long ETE @ 17.47
    Short MGG @ 16.16
     
    #413     Jan 12, 2009
  4. Yes ive done the same thing, ive got layers at 2.00, 2.50, 3.00, 3.50 & 4.00 and reguarly see 2nd layer opportunities, most of the time they are on the same signal as the first layer, see a few 3.00 signals but yet to see any pairs 3.50 or 4.00 deviations from their mean. Have been considering layering into my pairs to lower my cost average but happy with just entering once atm.
     
    #414     Jan 12, 2009
  5. One new trade;

    Long TEN @ 2.41
    Short TKS @ 7.76
     
    #415     Jan 13, 2009
  6. Exited one trade for nice profits;

    Sold GES @ 15.12
    Covered JWN @ 12.04
     
    #416     Jan 14, 2009
  7. +7.4% Abs
    +232% Annual

    Nice.
     
    #417     Jan 14, 2009
  8. Exited one trade for nice profits;

    Sold ANV @ 4.25
    Covered GRS @ 4.59

    Opened 1 new trade;

    Long SII @ 23.23
    Short DRQ @ 21.96
     
    #418     Jan 15, 2009
  9. +8.7% Absolutly

    +361% Annually

    I would not have chosen a pair under $5 but you cannot argue with success :).

    Also, it seems that you took a chance by going against the mean reversion idea as the pair was near the mean at the time of entry.
    Again, congrats.
     
    #419     Jan 16, 2009
  10. tal_shir

    tal_shir

    Hello,
    Do you have by any chance an historical track for all your trades?
    Can you present them?
    I'm interested to see your total performance since you started trading.
    Thanks.
     
    #420     Jan 16, 2009