Recent content by waltbx

Looks interesting. Haven't got it figured out yet, but obviously a great project requiring a lot of work. Is there a way to search for highly profitable pairs, or must we bring our possibilities to the tester to confirm suspicions on profitability? The CAPTCHAs are really hard to read...

I'm wanting to avoid paying 35% on my trading income. I'm reading advice on forming LLC, "S" or moving to some island. I want something simple and maybe give me some flexibility in the future, but certainly don't want to unnecessarily give up 1/3 of my income to taxes. I'm recently...

Nice work if you can do it. But what system is there that will give you the return that you say you expect, without larger losses to eat up your account? It looks to me that you are back to the ole' gambling guess on market direction. Did I miss something here? Walt B

I've been trading with IB but opened an account now at TradeMonster. I'm wanting to find a way to get standard deviations on the underlying, to set my strikes. Does anyone know if there is a way to determine standard deviations at TradeMonster? WB

Anyone know how to set a profit stop with a trailing limit with IB? Is it possible? Example, instead of setting a profit stop at $xx, I want to have a trailing limit of say, 10% activate at $xx. So I can capture additional profit, but if it drops 10% I sell at market. Walt B

Let us know what options you choose, and what your results are. Walt

More thoughts on mean reversion with VIX/VXV (Note that this is copied from a 3 year old blog post) =============Tuesday, December 11, 2007 The VIX:VXV Ratio Yesterday I talked a little bit about what the CBOE has said about the VXV. Even though it is still early days, today I thought I...

Interesting possibility for a pair. From Vix and More blog. Is anyone trading VIX/VXV? ------------------- Tuesday, October 12, 2010 VIX Sets Two New Records It is not every day that the VIX establishes some sort of new all-time record and it is rarer still that the volatility index...

An interesting article on the effect of Currency on Industry Peers. Applies to pair trading companies where one has global exposure, the other has little. From Investopedia. Walt B ======================== The Impact of Currencies on Equities There are many ways in which currencies can...

Why not ask them? They have the answers. Walt B

I've sent you a PM. The Youtube video is outdated. The software has been updated and some buttons may have been changed. There is no longer a "Portfolio" module. The software manual may help you. Also searching for PTF in this forum will help. And reading past postings. Walt B

You could add each pair individually, but it is easier to add them as a bunch. Click on backtest. You'll see the list of stocks in your selected group. Click on the stocks you want to use in your pairs. The software will make every conceivable pair from what you choose. It's best to...

I don't know for sure what you are experiencing, or not experiencing. You must first Add stocks to various groups (Financial, Gold, Restaurants, Favorites, etc), then Add the Pairs from a group of stocks, then those pairs will appear in the "Console" Then in the list of pairs showing in the...

PTF makes it's alerts based on standard deviation of the current ratio of prices of the pair from the mean ratio. It is user configurable, but most have it set for the first alarm at 2 SD's. But that does not mean the pair will be profitable. You must still evaluate the pair to decide if...