Pairs Trading Strategy Model

Discussion in 'Strategy Building' started by Neutral_Al, Sep 5, 2002.

  1. man

    man

    lost all profits made in march. down 0.3% for the year. no big excuse. tough time. we do not beat the indices.


    peace
     
    #271     Apr 3, 2003
  2. man,

    How do you pick your pairs? Just curious.

    I've been pairtrading intraday for some years, but implemented my own swingtrading system to get a better risk/reward. I've picked 35 pairs based on certain criterias. So far, it's been going pretty well.

     
    #272     Apr 3, 2003
  3. For those of you who got stuck on the wrong side of a FNM/FRE pairs trade last year but decided to become an investor and stick it out, are you smiling yet? After the price difference between these stocks fell to about $5 a share earlier in the year, it's now over $15 a share, up near it's highest level of the past year.
     
    #273     Apr 14, 2003
  4. holding a pair and becoming an investor is stupid- you can make much more and avoid the pain by trading the moves in it....
     
    #274     Apr 14, 2003
  5. a recent and historical correlation between

    QQQ + SMH ?

    thanks ...
     
    #275     Apr 14, 2003
  6. sslavin

    sslavin

    #276     Apr 14, 2003
  7. Here you go!
     
    #277     Apr 15, 2003
  8. royce09

    royce09

    Here's 250 trading days.
     
    #278     Apr 15, 2003
  9. royce09

    royce09

    Here's 60 trading days.
     
    #279     Apr 15, 2003
  10. for the charts guys
     
    #280     Apr 15, 2003