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    Pair Trading Strategy Journal

    And you will find the B/O spread wide. CMC are a not a broker -they're a bookmaker. They decide how wide the goal posts are. Stat arb is a capital intensive/low cost dependant business. Starting small at a CFD broker like CMC -even if your trades are successful will just slowly convert your...
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    why some firms require series 7 and some don't?

    Echo are ' investigating alternatives' for Series 7 req. What that means is unclear as of yet. They are also not withholding 20% profits and have no plans to do so. Above is from their Operations Manager as of last week Looks like they are diverging from the Bright/Golly model which...
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    Pair Trading Strategy Journal

    If you are not an HF or day trader, don't really understand the attraction of SPY/QQQQ or most ETFs from a retail pairs trader POV. If you're trading size, maybe the liquidity factor is appealing, and no M&A activity or up/downgrades or earnings to worry about, but as your screen shot shows...
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    Pair Trading Strategy Journal

    A phone nr wld be nice I agree. PTF are based in Australia, and most of their clients are in N.America. I think the time zone diff. is probably why they don't offer phone support. I have found their mail responses pretty prompt though
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    Pair Trading Strategy Journal

    It could be Black Swan Dr.Who, but my experience of trading Oil stocks is they make very poor candidates for mean reversion. Out of 47 sectors I have traded for the past 11 months Oil/Pipelines come in at bottom: Sector/ Nr of Trades/ %Winning Trades Oil...
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    Pair Trading Strategy Journal

    Hi Jonny, nice to hear from you. Just out of interest- I see you're using v2.96. I am using 2.89. Does Jarred notify you when newer version is available for d.load?
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    Pair Trading Strategy Journal

    Closed out last 2 trades on sheet MOC 12/04: Sold MS @ 30.93 Covered AMTD @ 20.02 Layer 1 MS = +4.6% Layer 2 MS = +6.36% Layer 1 AMTD = -3.89% Layer 2 AMTD = -4.33% 25 Trades posted to forum: 18 wins 7 losses That's me done for a while. I will post again at some point as...
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    Pair Trading Strategy Journal

    Thanks for the heads up BD1 This trade was closed on 29/03 Sold FFIN @ 52.24 (-2.01%) Covered FHN @ 14.23 (-5.56%) 23 trades posted to forum: 16 wins 7 losses
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    Pair Trading Strategy Journal

    Here is a summary of all the trades I have posted to forum in Excel. These trades were all in real time, and members can validate the entries in the sheet with actual posts made on the forum starting at around P302. MS/AMTD is still open. This is a modified version of my actual trading...
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    Pair Trading Strategy Journal

    Sold IBN @ 43.01 (+6.59%) Covered BAC @ 17.74 (-1.55%) 22 Trades posted to forum 16 wins 6 losses
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    Pair Trading Strategy Journal

    Guys...Click on the 'Pear' icon in the top L/H corner of the app. Click on Preferences Here, via the 'Signal Settings' and 'Universal Layer Settings' tabs you can edit the variables for how/when signals are triggered.
  12. C

    Pair Trading Strategy Journal

    Interesting. Taken from epchan.blogspot.com 'Selecting tradeable pairs: which measure to use?' http://www.paulfarrington.com/research/Selecting%20tradeable%20pairs.htm
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    Which American prop firms offer access to European markets?

    None that I know of. There are a number of prop shops in EUR, mostly based in UK. There, they call them Trading arcades. Whether they take US customers might be another story. I have a link for all prop shops worldwide on my other laptop. PM me, and I will send it to you.
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    Prop firms-what questions to ask?

    Do prop shops need to see individual trading records before allowing access to firms capital? If you have a proven strategy, is the training offered by Echo/Bright a disguised revenue generator for the prop shop, or do do they have to offer it to be compliant with Series 7 registration?
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    Pair Trading Strategy Journal

    Long stock - I disregard ex-div dates. If I am short the stock and it goes ex div wthin my max trade length(15 days) I look at what the payout/share is. If it is significant I will probably pass on the trade. Best source of ex div dates is earnings.com
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    Pair Trading Strategy Journal

    Exited 2 trades today: Sold ACC @ 27.32 (+.77%) Covered NHP @ 36.37 (-4.42%) Sold NX @ 16.54 (+3.12%) Covered WY @ 44.81 (-.72%) 21 Trades posted to forum: 15 wins 6 losses
  17. C

    Pair Trading Strategy Journal

    Follow up from y.day's Layer 1 trade in AMTD/MS Layer 2(2 x 2.5 SDs) Sold AMTD @ 19.19 Bought MS @ 29.08
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    Pair Trading Strategy Journal

    New Trade: NYSE Brokers Sold AMTD @ 19.27 Bought MS @ 29.57 Unfortunately, entered at Layer 1 earlier in session . Layer 2 signal triggered around close so did not have enough time to enter trade. Maybe I should get IQ real time feed after all. Will add Layer 2 if opening prices are...
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    Pair Trading Strategy Journal

    Sold WX @ 15.45 (+2.39%) Covered BMY @ 26.77 (-4.08%) 19 Trades posted to forum 14 wins 5 losses
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    Pair Trading Strategy Journal

    No, I don't. Have real time through my broker. Even with PTF using data with 15 min delay, have not found significant enough deviation from exit/entry signals levels to justify going real time IQ route. Would sign up in a minute if IQ offered Euro bourses real time. Integrity of data from...
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