Search results

Experiencing a sour trade: Short ELOS Long SMTS since the 13th July. Anyone's observations on why this was a bad choice are welcome. Adrian

Walt, I have done this a few times. You need to move the directory where the pairtradefinder database exists. I generally install PTF on the new computer, then copy the directory over the newly created one. Because this is a DB, you will get an 'in use' error when trying to read or...

Thanks tk, That's what I'm looking for!

As I understand it, a reduced standard deviation of returns is the way to go in terms of reducing risk. However SD doesn't discriminate between wins and losses. For example, the following values give a low SD: 1000 1000 1100 990 1200 (SD = 91) However if you have one really...

Entered at the open: Long VSAT @ 26.15 Short DSPG @ 8.88

Damn! After last nights surge, the SP500 is beating me since I started pair trading - We are both over 11% since the 4th May, and it's beating me by a whisker. Can the index continue at this pace? Be interesting to see how long it lasts. Adrian

Hi Walt, I have all the recent updates, and no issues to speak of here....sorry.

Short NTGR @ 16.08 Long SATS @ 15.18

What has the greatest volume, the open or the close?

I have tried to manually get the 'generic combo' to work with stocks. I can create the combo, but rarely get any worthwhile bid/offer prices on the instrument. Sometimes I have set limit orders on these combos, seen prices fall outside the trigger price, and yet not get the order filled. Very...

Damn! That's some tight stop you've got working there. I looked at the pair, and it's very nice imo. Are your stops working out for you? Adrian

Anyone engage in AMEX stocks? I have avoided that exchange for years on account of getting horrible fills. Anyone have any good experiences lately? Looking at GIFI/PDC, however PDC is an AMEX stock. Adrian

Hi TT, In my experience I see the same thing. It seems like opening positions in a bullish period provides profits when the market turns bearish, and vice versa. I generally have about 10 open positions at any one time, and a month ago I did well until the bullish period started. Now it...

EDU/EPAX?

BAP/DB ?

Well done Jonny, super performance!

Hi Jonny, Can you advise what was it about this pair that caught your eye, given the correlation is so low (61%)?

Because it's not correlation that makes you $$, it's the pairs' cointegration. Get a pair that is too highly correlated, they move so close together that you never make money. A cointegrated pair can move apart a nice amount in the knowledge they will come back. Adrian

Attached is what the pair looked like when I traded it. I'm surprised I did not have the correlation chart there, however, there you go. Correlation numbers in PTF change very quickly in the console - The correlation was 96.84% on date of the trade - 6th May. It was a hold of over a month, but...

I am rid of my most horrid trade - CEPH/VRX. It came back from a really terrible level to only a 16.47% loss on invested equity. I'm still +ve with only 35 trades under my belt, so I'm happy thus far. Hope everyone else is doing well. Adrian