Recent content by tonfun

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    Pair Trading Strategy Journal

    This also applies to those using PairTradeFinder. When I opened PairTradeFinder today, it crashed. It seems it doesnt handle leap year (2012-02-29) very well. Hope they will release a fix on this.
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    Pair Trading Strategy Journal

    Yes, the yahoo feed seems to be ok again today, and the PTF acts normally. Hope it stays like that. I have not heard any news if it is permanently fixed though. Lets hope so.
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    Pair Trading Strategy Journal

    Yes, same problem here. Get a lot of entry/exit signals with some quotes being ridiculously high. I thought it was a bug in PTF v303 as it happened at the same time I upgraded, but maybe that was a hastened conclusion.
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    Pair Trading Strategy Journal

    I also upgraded to PTF v303. In PTF v301 almost all of my pairs where having cointegration > 0.90. After upgrading to PTF v303, half of my pairs are < 0.90, the lowest pair being 0.04. I wish there would be some release notes to explain what has changed in PTF, and some explanation of why the...
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