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    Pair Trading Strategy Journal

    New trade Long RY:TD @ 0.7931
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    Opening Orders - 2009

    May monthly review; Played 18 days. 43 fills, 18 longs, 25 shorts, 32 winners, 11 losers, +0.034 net average. Smallest month of the 11 last months in net profit. Very hard to play on my side, became extremely cautious. Mid month I felt some nasty opens where we had a little push to the...
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    Opening Orders - 2009

    4 fills, 1 long, 3 shorts, 2 winners, 2 losers, +0.06 average.
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    Play To Win

    Picture of Your Trading Stations maybe, lol.
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    Pair Trading Strategy Journal

    out FDX:HUBG @ 2.83 from 2.79 (loss), out TRV:RNR @ 0.89 from 0.9168 (tiny gain),
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    Opening Orders - 2009

    Did not play.
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    Trading The Hang Seng

    It's closed today I think. Someone posted about it in another thread earlier in the day. "Hang Seng HSI Holiday " http://www.elitetrader.com/vb/showthread.php?s=&postid=2439924&highlight=hang+seng#post2439924
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    Opening Orders - 2009

    2 fills, 1 long, 1 short, 1 winner, 1 loser, flat net.
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    Pair Trading Strategy Journal

    You may have the same problem as me, I dont ride my winners as much as I should.
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    Opening Orders - 2009

    1 fill, 1 long, 1 winner, +0.25 average.
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    Trading The Hang Seng

    I dont know about the age I they dont deal with Americans but I used to trade a CFD with CMCmarkets. Closed my account because the platform was crashing my computers.
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    Let's discuss academic research on mean-reverting trading strategies...

    As per Wiki: "For over two decades, Simons' Renaissance Technologies' hedge funds, which trade in markets around the world, have employed complex mathematical models to analyze and execute trades--many of them automated. Renaissance uses computer-based models to predict price changes in...
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    Frosty's Autotrading Equities Journal

    And think of all the moves that happen in other stocks? Why dont you also want that action, how about the Forex at night? lol Markets where there before you and they will stay when you will be gone. Everyday we miss a lot of action whathever. It took me some time to understand that it is...
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    How to hedge employee stock options

    I think you are long a pair ratio. You want to make money if the ratio goes up or down but you are willing to pay a little for that insurance. That by definition is a straddle. So it would be something like buying puts on your company and buying calls on the peer group. For the exact strikes...
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    Where can I find automated systems that never or no longer work?

    I guess if you take all the samples in any package (TS, MT4, ...) they dont really work.
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    has anybody tried distributed computing for backtesting? I am thinking of NVIDIA GPU

    Whenever I get into CPU ressources scarcity I try to think of another way around. There will always be a too big problem for your hardware. One time I did a genetic algo instead of going throuh all the possibilities Another time just random parameters that I run as long as I want/can. You can...
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    How to hedge employee stock options

    Are the stocks of your company shortable? Are there options available? What do you mean by outperforming? Is this just stock price based? (And on a not serious note, if it's stock price based talk to Jonathan Lebed prior to the cutoff date, lol).
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    IB - how to do OCO (one cancels other)

    http://individuals.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/one-cancels-all__oca.htm
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    Pair Trading Strategy Journal

    3 new trades; Short FDX:HUBG @ 2.7895 Short TRV:RNR @ 0.9168 Short NUVA:PSYS for a scalp (overbought intraday). I look at it righ now and if I could get out flat I would, lol.
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    Pictures of your trading stations

    http://synergy2.sourceforge.net/ Best thing! 2 laptops and one workstation with it.
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