Recent content by irucken

Although I do not post regularly to this forum, I have been pairs trading in a similar manner to those here that have followed the lead of Jonnysharp. Like many of you, I was using pairtradefinder to select pairs and run signals. Eventually I migrated the system over to a customizable...

In my trading, setting minimums for market cap in pairs is purely a matter of managing takeover risk. Whereas I like to keep betas relatively similar to defend against systematic risk, I'm not sure how you see beta as an alternate safeguard to managing the market cap in your pairs. As a...

Riviera / Mpat, You both have posted that you use cointegration in your pairs selection. It is something that I would like to automate into my screening process as well. I've done a bit of research into ADF & linear regression methods, both a bit complicated for my current level of math &...

Mpat89, I too am interested in the cointegration of pairs. However it is something I currently use visually, as I haven't worked with any linear regression or ADF methods to measure cointegration in my ideas as of yet. Would you be willing to provide some guidance? many thanks

Hi Magnas Thanks for the continuous posting of your trades in this forum and the recent trades/progress summary. You have been doing quite well with your paper account. I see from your earlier posts that you initially began following pairs in excel. Are you still using excel? It seems...

JonnySharp In the fall of 2008 you reported that you were not pairs trading as a way of making your living, but rather for growth of capital. If you dont mind my asking, is that still the case or are you trading full time? If not, how much time would you estimate you invest each day on...

Jonnysharp, This is an excellent forum, thanks for maintaining the effort. I am looking to demo Pairtrade Finder and have a question. It uses Yahoo & Comsec as data providers. Doesn't this mean that all of your generated signals are produced by data that is 15 mins old? cheers

As posted above earlier, Interactive Brokers has an easy access api for just about any market with cheap commissions (if you trade above minimums.) However, you would need to operate your box remotely which could affect certain latency expectations you may have. There are quite a few other...

Today is the hardest of days ie. massive reversal. Lots of money to be made of course ... and lost. You cant really perfectly predict these kinds of moves, except to just be aware that a major reversal will happen after about 100 pts of S&P selling ... just a matter of when & where...

I thought I would provide a follow up to this post for anyone who might have (or will) experience the same difficulties as I have... and to anyone else interested. It is true that my intraday methodologies involved a rather "90's" specific paradigm, I see that more clearly now. That market...

My reason for posting is as follows: I've gotten back into trading after a several year hiatus. My method used to be based on finding "in play" stocks intraday and using sensible risk management to get in on major intraday moves from several minutes to sometimes several hours. This was very...

Hi, I recently posted this in the "Stocks" forum, but didn't get much response: I'm looking to pick the brain of active profitable "day" & "short term" traders. What are the symbols of some of your current favorite regular trading stocks? What kinds of characteristics do you look for in...

I'm looking to pick the brain of active profitable day & short term traders. What are the symbols of some of your current favorite regular trading stocks? What kinds of characteristics do you look for in new stocks before you consider trading them? tks