Recent content by amitkumar_ny

Fixed it. It was the date. Changed laptop date to yesterday and it works...

This morning it won't go, just crashes with date exception. Is it because of leap year (today is 2/29). Anybody else having this issue ?

You getting angry like this is silly. Even if every pair trader who participated in this discussion is complete moron there is no need to come out swinging like this. What is with you people. Get some medication or something...

Pairtrading works in concept and also in practice with a lot and I mean a lot of work. There is no free lunch right... My guess is Johny and Yobo and others are making a killing working 10-12 hrs a day and don't have time (like us) to post to this thread....If you read this topic, at one...

I don't think you can SHORT stocks in Indian Exchange. TTM is TATA in NYSE

so what about cointegration ? seems you are using an alternate path....

I really really want to understand this. Can you explain more. I am obviously little slow for this discussion. thanks

I appreciate you not blatantly promoting your product but I am somewhat interested in it or maybe intrigued by what it offers over PTF. What would be one thing other than more accurate that you would qualify as significant advantage over PTF. Significant enough to justify significantly higher...

Certainly no more than me. I just didn't had the brains for that. Chan book is too basic and he completely evades crucial lag factor calculations. I think it is critical to understand the fundamentals if you don't want to get burned though.....

Automated system is the way to go if you can figure it out. Some very highly cointegrated pairs move in and out all day long. Others move slow enough that EOD or next day EOD is good enough. Depends if you want to skim or few large gains. I also think your idea of 7-10 pairs at a time is good...

what would be the benefit of installing ptf on a cloud server ?

no response...can you make a pair with fefn/adra and see if you have the problem..

I have ptf v304 but i have tried other 3 series and I am having this very serious issue and would like to know if I am alone on this. I am having wrong quotes being used to calculate std dev and mean. When you look up stock details in ptf, it has the correct closing price but the wrong price on...

This is new behavior. Never happened before the recent meltdown last week.

I am getting multiple values for every date and lot of times the values are different leading to false exit, entry signals. I have v304. Anyone else having similar issues ?