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  1. M

    Pair Trading Strategy Journal

    I'm playing today CGV:HAL RSI is greater that 30 but the others I have found don't like them for other reasons.
  2. M

    Pair Trading Strategy Journal

    Based on yesterday's price at aprox. 3:45 I have all the pairs I'm watching on Quotetracker and you can see the realtime ratio. You're right the ratio still have touched the moving average. The fundamentals are no in your favor, PE=1.22 meaning the PE of the short is smaller that the long and...
  3. M

    Pair Trading Strategy Journal

    The idea is besides the 2 Sigmas on the ratio look for the RSI (14) ~ 30 and also resistance and support level for the individual stocks. Mark
  4. M

    Pair Trading Strategy Journal

    Adrian, I hope you have traded the RMD:ACL because this went very well the your other pick did do so weel but it was pofitable as well] RMD:ACL generated +3.6% and MR:RMD +0.86% I have been out of twon for the last week. Mark
  5. M

    Pair Trading Strategy Journal

    Adrian, I hope you have traded the RMD:ACL because this went very well the your other pick did do so weel but it was pofitable as well
  6. M

    Pair Trading Strategy Journal

    YOBO, I don't understand why you don't like to go short, these days US bonds are not safe any more, gold and oil are much better so if you are long both market and bond they can be cut in 50% and still the ratio is the same. Look at the graph I used the EMA 25 and MA100, to detect the trend, it...
  7. M

    Pair Trading Strategy Journal

    I closed today my pair for a ~4% return (TIN:VCP) http://www.wealth-lab.com/Community/VirtualTrading/Rankings.aspx PAIRS-ARB
  8. M

    Pair Trading Strategy Journal

    I did a quick search and after some filtering I had just one pick VGR/LO They are in a support / resistance levels, ratio RSI is at 30, also if you look in different time frames (6,3,2,1 months) they have been crossing each other several times and in all time frames, LO is above VGR in all 4...
  9. M

    Pair Trading Strategy Journal

    I agree that MR/RMD has a higher % return if every thing goes in our direction
  10. M

    Pair Trading Strategy Journal

    Adrian, I like more MR/RMD because this combination has a RSI very close to 30 (Oversold) RMD and ACL both are under a resistance level (it looks like ACL went throuth it today)
  11. M

    Pair Trading Strategy Journal

    Hello Guys, I have been trading pairs for awhile, with a return in over 1.5 year of 54%. I'm puting them at the virtual trading on WEALTHLAB, (PAIRS-ARB) www.wealth-lab.com/Community/VirtualTrading/Rankings.aspx I'm using pairtrading finder software but them I use resistence and support for...
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