Pair Trading Strategy Journal

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

  1. saico

    saico

    Did anyone who installed Pairtradefinder experience SQL Database problems as well like me? Even the troubleshooting plan from Pairtradefinder.com did not help. Much thanks in advance!

    Saico
     
    #581     Feb 19, 2009
  2. i did have some problems on one computer. i then tried it on my other computer and it worked so i didn't mess with it much more. Since this is a personal application and i'm not sure why they didn't just use Access or something similar as it would have been much less grief to set up.

    I bought the software and the folks there (Jared) have been incredibly responsive to my needs so I want them to succeed but to be honest the product is a bit frustrating to use. Version 2 has crashed on me a number of times (mostly because I identified and loaded too many pears).

    But i'm working through the issues and trying to stay with it as I think there is value in the product as evidenced by the results in this journal.

    Mike
     
    #582     Feb 19, 2009
  3. Exited 2 trades;

    Sold SE @ 13.09
    Covered EP @ 7.52

    Sold ESV @ 25.2
    Covered ATN @ 14.39

    Opened 1 new trade;

    Long AXA @ 10.28
    Short PUK @ 8.18
     
    #583     Feb 20, 2009
  4. Exited one trade

    Sold KIM @ 8.78
    Covered WRI @ 10.49

    New trade

    Long ALV @ 15.42
    Short MGA @ 25.72
     
    #584     Feb 24, 2009
  5. saico

    saico

    Johnny,

    MGA has earnings announcement today. Doesn't that any matter in your trading style?

    Thanks
    Saico
     
    #585     Feb 24, 2009
  6. tekka

    tekka

    johnny,

    Since the current markets remind me of November lows are you seeing somewhat similar behavior of your pairs? Say, are you more likely to pick low correlation stocks since they may 'snap back' like last time, and produce better returns? Are you eye balling your charts a little bit differently? Perhaps you consider going long 120% for some 'side trades'?

    ps: were u able to backup your copy of the database and restore it latter? Doesn't seem to work for me....
     
    #586     Feb 24, 2009
  7. Lately it hasn't as my risk per trade is small. Plus in the long run it all evens out.
     
    #587     Feb 24, 2009
  8. Yes spreads are getting wider, I think now would be a good time to put on trades, I am expecting a technical rally soon in the averages however Im staying market neutral. I haven't had to backup & restore my database.
     
    #588     Feb 24, 2009
  9. 2 new trades

    Long WLL @ 22.33
    Short PTEN @ 8.55

    Long ATN @ 13.09
    Short RIG @ 58.15
     
    #589     Feb 24, 2009
  10. tatankas

    tatankas

    Johny,

    What are your brokerage commissions, on the short and long side?

    Thanks
     
    #590     Feb 25, 2009