Pairs Trading Software

Discussion in 'Technical Analysis' started by jones247, Mar 4, 2008.

  1. teun

    teun

    With US options which have become quite liquid nowadays, this is no problem anymore I guess.

    (at least for swing type of spreads, which you are also mentioning)
     
    #21     Mar 19, 2008
  2. Options don't work for various reasons (premiums paid, guessing at volatility, etc.)...we prefer the actual equities, collecting interest on the short stock sale revenues to offset the long capital usage.

    Mr. Vette is right, there a lot of ways to trade pairs and mergers.

    All the best,

    Don
     
    #22     Mar 20, 2008
  3. Don,

    Do you have extensive experience with intra-market calander spreads on futures. The range oscillator seems most predictable with this type of spread. I don't know of a safer way to trade pairs/spreads. Do you? Many may argue that there's not enough money with this tatic; howevever, I beg to differ. Patience is crucial. Also, staying with liquid underlyers is very important to minimize slippage.

    Walt
     
    #23     Mar 20, 2008
  4. Div_Arb

    Div_Arb

    Congrats on your success with cal spreads, but this isn't the "pairs trading" strategy that is being discussed here.

     
    #24     Mar 20, 2008
  5. Actually, when I started the thread, what I had in mind was calendar spreads on futures. I would be open to SSF and equities as well.

    Walt
     
    #25     Mar 20, 2008
  6. Many of us are actually "lucky" LOL.
     
    #26     Mar 20, 2008
  7. dev1

    dev1

    With regard to Equities pairs trading, is there any other web based software out there?

    Has anybody had much sucess using MACD/RSI combinations?

    I notice that many correlated stocks have very similar stakeholders (eg Barclays in the two stocks in jpeg)

    Interesting volume activity whenever the spread widens, maybe barclays algo pair-ratio program kicking in.
     
    #27     Mar 24, 2008
  8. Qcharts will allow to create a 4 leg pair chart and overlay any techincal indicator you want on that pair. You can use the dde link to create custom studies in excel.

    Also I have been pairs trading for nine years and have found it a good consistant strategy. No pairs trader that I know would have held bsc(or any stock) into earnings without put protection.
     
    #28     Mar 24, 2008
  9. Thanks for the reply. Please give the references.
     
    #29     Aug 2, 2008
  10. Our pairs guys use eSignal with it's direct link to RediPlus for execution.


    Don
     
    #30     Aug 4, 2008