Recent content by bentedges

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    Pair Trading Strategy Journal

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    Pair Trading Strategy Journal

    I am notorious for taking profits early, so that certainly may be the case. But bulls,bears, pigs and all that jazz... Depending on how you calculate, that prolly isn't far off. I show +1.05% if you take total capital deployed, but on market neutral where funds hit the account to offset the...
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    Pair Trading Strategy Journal

    Now is a good exit on the long PEP/short KO at 1.053
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    Pair Trading Strategy Journal

    Sounds like I am about the same as you, holding anywhere from 0 - 6 pairs. I try to be disciplined and not take potential trades that I deem mediocre; I am not always successful in that task. I would like to become more automated in the trading, as this will help take the emotion out of...
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    Pair Trading Strategy Journal

    I use a few different tools. Excel, Wealthlab and eSignal. I am simply looking for pairs that are relatively highly correlated (and that make sense that they are correlated, such as in the same industry) and then looking for a divergence from the mean. I understand cointegration is an important...
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    Pair Trading Strategy Journal

    I appreciate your input. I don't use PTF as I utilize my own tools. While I believe the RSI has merit, I place much less weight in that oscillator than I do the statistical variance for a chosen period. I'm also using a fundamental backing in my analysis, and PEP has a cheaper forward...
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    Daily Hottie

    LMAO! That one really made me laugh out loud.
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    Pair Trading Strategy Journal

    A pairs idea that makes sense to me at current levels: Long PEP, Short KO under 1.029 on the ratio.
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    Jon Stewart Catches Glenn Beck Digging for Gold

    You sound just like the kind of guy I need on the other side of my trades, and for that, I thank you. The words you try to weave have no basis in fact. Unions once served a useful purpose. That time has long since passed. Now they're nothing but a blood-sucking scourge that places a tax on...
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    Daily Hottie

    Another of the red-headed hottie...she has aged well, too... And I agree with Nitro - the skinny 21 yr olds with no curves are a dime a dozen.
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    Daily Hottie

    For those who like the 'sporty' women...
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    My Life as a Trader...

    Well, I don't always drink beer, but when I do, I prefer Dos Equis.
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    Pair Trading Strategy Journal

    Not looking a gift horse in the mouth - taking half the long T, short VZ off.
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    Pair Trading Strategy Journal

    One that I just put on that looks like it has temporarily gotten out of whack: Long T (currently 27.06) Short VZ (currently 32.07) I anticipate a snap back in the ratio over the next several days. Everyone have a great Thanksgiving!
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