Search results

  1. C

    Pair Trading Strategy Journal

    New Trade: NYSE Healthcare Providers Sold BKD @ 19.29 Bought HMA @ 7.45 Reaching Layer 2 convinced me to put on trade Meets all the criteria for all my trades posted here. Only neg. is spread is in middle of 50d range.
  2. C

    Pair Trading Strategy Journal

    Sold FMBI @ 13.62 (5.66%) Covered MTB @ 79.55 (-2.41%) 12 Trades posted to forum 9 wins 3 losses
  3. C

    Pair Trading Strategy Journal

    The ratio chart is picture perfect. Corr >90% B.tested in PTF the pair has 90% winning trades But...profit/trade is only 29.45 with 10k/10k How do you make any money with a pair like that?
  4. C

    Pair Trading Strategy Journal

    No, you will have to manually sort them in Excel b4 loading into 'Add Stock' window
  5. C

    Pair Trading Strategy Journal

    This trade also showed up on my radar. Met Life's AIG purchase blew me off. If the market believes strategic buy will immediately start increasing acquirer's EPS, the stock can take off. This happened with a UK stock recently - HFL.L, where the stock ran up 20% after they bought up Nationwide...
  6. C

    Pair Trading Strategy Journal

    New trade. NYSE Utilities: Bought POM @ 16.79 Sold PNN @ 37.93 What I like: Flat Ratio chart - Ratio is also decent distance from av.ratio Spread chart at 50d high. % -> Mean close to historical levels. Dividend capture for POM(Ex-Div today) What I don't: Nothing. All criteria...
  7. C

    Pair Trading Strategy Journal

    New Trade: NYSE Financial Admin. Sold HPY @ 17.39 Bought DLX @ 19.42 What I like about trade: Perfect non-trending ratio with good oscillation around Mean. % -> Mean at near term historic levels Corr chart reading high and trending upwards slightly. What I don't: Spread chart...
  8. C

    Pair Trading Strategy Journal

    OK. I think you meant AMB - not AMD :)
  9. C

    Pair Trading Strategy Journal

    Magnas, is PLD a typo?
  10. C

    Pair Trading Strategy Journal

    Sold WMB @ 22.69 (7.54%) Covered MMP @ 45.76 (-4.57%) 11 trades posted to forum 8 wins 3 losses Starting to feel like my personal trading journal :confused:
  11. C

    Pair Trading Strategy Journal

    New trade - NYSE Oil Services: Have traded this pair successfully before. Curious as to know why FTI jumped so much at the open. No pending earnings, no upgrades or M&A rumours on any of the wires. Sold FTI @ 60.21 Bought NOV @ 44.43 What I like about trade: Non-trending ratio...
  12. C

    Pair Trading Strategy Journal

    You are free to set your own parameters. Default is 14 days. As far as reacting to the signals, it is really up to the individual trader to decide. Some wait until the pair stretches further, some only take Layer 2 signals, some wait until RSI reaches a certain level or reverses, and so on...
  13. C

    Pair Trading Strategy Journal

    Sold CGV @ 26.3 (11.54%) Covered BJS @ 22.22 (-2.54%) 10 Trades posted to forum 7 wins 3 losses My average winning ratio is 70%. Did not expect to see that distribution over such a small sample.
  14. C

    Pair Trading Strategy Journal

    Sold RYN @ 42.43 (4.33%) Covered DRH @ 8.55(-3.51%) 9 Trades posted to forum 6 wins 3 losses
  15. C

    Pair Trading Strategy Journal

    New Trade: US Regional Banks Layer 2 Bought FMBI @ 12.89 Sold MTB @ 77.68 No negatives about trade set up. Wld have liked % -> Mean to be higher
  16. C

    Pair Trading Strategy Journal

    Credit spreads maybe. I don't know enough about the yield curve to respond fully. Selling options against an existing position is a hedge of some kind - even if the motivation is to earn extra income, so I am not sure the comparison is valid. Stat arb/Pairs trading although market/sector...
  17. C

    Pair Trading Strategy Journal

    Covered AB @ 26.69 (2.73%) Sold OZM @ 13.42 (1.44%) 8 trades posted to forum: 5 wins 3 losses
  18. C

    Pair Trading Strategy Journal

    Covered BMY @ 24.53 (1.64%) Sold WX @ 15.83 (3.74%) 7 trades posted to forum: 4 wins 3 losses New Trade: NYSE Oilservices Sold BJS @ 21.67 Bought CGV @ 23.58 What I like about trade: Ratio non-trending Corr chart is high(89%) and trending upwards. % -> Mean fairly close to...
  19. C

    Pair Trading Strategy Journal

    I am using PTF. I think most of the people on this forum use it.
  20. C

    Pair Trading Strategy Journal

    Sold SAP @ 43.48(-.82%) Covered SRX @ 18.79(-3.19%) 6 trades posted to forum 3 wins 3 losses Going through soft patch right now. Both UK/US markets. How is everybody else doing?
Back
Top