Recent content by finalsolution

bob: Thanks for all the help. I can see now by looking at your chart that you basically set a starting point, and calculate the spread based off that starting point, never moving the starting date. For instance, starting on day 1, you will continue calculating the spread against day 1 for...

seisan: Yes, I looked into the main thread, but didn't find the answer I was looking for, although there certainly was plenty of other useful information. I didn't quite grok bob's answer entirely :) I'm still not sure how to calculate the spread properly on a multi-day basis. I'm looking...

When you say, find a pair that is crossing over, do you mean in terms of price, or spread? I'm assuming you mean spread. Perhaps what you are saying is that I should find two stocks, pick a starting date, and then never worry about resetting the spread. In other words, I will always compare...

Hi all, I was recently reading through "Professional Stock Trading" (which I have found to be an excellent book), and was quite taken by the pairs trading chapter. I generally prefer to swing trade, on a 2 to 20 day basis, so I was trying to rework the system from intraday to multi-day...