Recent content by mjb

Be carefull. Any correlation between such difference stocks could be (and probably is) a fluke that will not continue in the future. secondly, where did you get that correlation measure? i show that there r-squared is .3 using prices and .05 (noise) using percent changes on the day...

I think that is like saying "trading stocks" got cold. There are an infinite amount of ways/styles/strategies withing pairs trading to say that it went "cold" is impossible. However, my style went cold this fall. 23 months up in a row, two months down. I attribute it to a...