Recent content by Magnas

It changes through the time, but I follow about 14-17 pairs at one time. I open 5 pairs at one time maximum. I do allocate 5000 USD per one pair.

reggieb, I am using Interactive Brokers for my trading and as datafeed. For analysis I am using just pairslog.com – is free website, perhaps still under beta development, but has all I need right now for selecting pairs, checking correlation and cointegration. For realtime analysis of the...

Thanks to quick update at pairslog I am able to share charts from my pairs live trading that reflects the stats I was sharing last week. As I am now able to filter out only trades that belongs to the category of “pairs from same sector”, I found out that really all my struggling with some...

Screenshots of cointegration that makes difference for my pair selection:

Hello, I would like to publish follow-up to my previous posts with some update on my new experience with pair trading. After few month of simulation, I have been trading pairs live on my Interactive Brokers account since March 2011. Pairs trading is really just a part of my trading approach...

I am still using http://www.pairslog.com that is also free.

I have closed two pairs today: ACE-CB for profit 3,38% EXR-SPG for loss -0.075% I have several trades still opened, but there are now all losing trades. I am now working on some kind of autotrader that would close my pairs position automatically. I have noticed that already few of my...

Hello, I have closed RNR-WRB pair for small loss of 0,37% today. I have also opened few new pairs few minutes ago: Sold ACE @ 53.77 Bought CB @ 52.21 Sold CI @ 34.42 Bought CVH @ 22.00 Sold BVN @ 37.02 Bought GG @ 45.76 Included is my overall stats. I am +6,5% (since...

I have closed pair BCR-BDX for loss 0.78% yesterday. M.

Interesting day yesterday. From pairs trading perspective I was surprised that my positions where not affected a lot, although I have a bit of open loss now and it will be interesting to watch if the position will recover or I will be hit by drawdown. I have closed 2 pairs yesterday: AEM-BVN...

Closed 2 pairs yesterday: AB-OZM for gain 5% DFG/MET for gain 2,61% I am including my stats tracking all the trades here. M.

Who is Jared? I am basically using the setup that is set at pairslog as default, might try to test different setups too. M.

I am using 14 for st dev and 14 for mean. M.

04/29/2010: Opened new trade: Sold MTH @ 24.38 Bought RYL @ 23.47 Closed PNW-POM for loss 1% M.

Trom, First – I am beginner with pair trading, so please take my posts as thoughts of someone who is learning. You are right - I didnt pay too much attention to fundaments, so I didnt know about the merger. So far, I have been trading the pairs just from statistical view, but see I...