Recent content by Papa Smurf

Equity pairs. Thanks for the Knight tip. I've got a call into them now. Best regards

Hi everyone, I am looking for recommendations for good pair trading execution software. (Just to be clear not looking for a pair trade finder.) We are using simple software right now. I am looking for specifically something has order slicing functionality built in and various types of...

Bone, thanks for your post. The offer still stands for discussion offline. We've got a long list of statistical methods some of which we've tried already and others we haven't. Best regards

Hi RK. I have nothing to sell. It's just an invitation to have an exchange of ideas that goes beyond what can be handled in a chat room format.

My partner and I have used and tested a variety of statistical methods for automated pairs and would like to exchange ideas with others who may have gone down this road already. If anyone is interested and would like to have an offline discussion, please send me a note. Regards

Google Statistical Arbitrage High Frequency Eurostoxx 50. Author is Dunis et. al.

Pardon my ignorance, but why would you not wish to test cointegration for intraday pairs trading? What would you recommend as a better signal? I read a paper last night that was testing for cointegration on intraday trading intervals and there was significance. Very open and curious to hear...