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Anyone here anything from Jared....or is this the end of PTF ? I was just getting started with it and would also hate to pay 80$/month to try this thing out...

A v304 is out, as per the website. Anyone tried it or know what is different ?

Just refreshing prices (recalculate the pair) seems to work for me. I reverted to v301 though before this hit the fan.

I wish I could understand how COINT is calculated but my brain is not that sharp. I have tried to read some books on it and the amount of matrices they describe makes my head spin. So in absence of true understanding I have to treat this as a black box and take my chances. The more I use PTF the...

I noticed v303 calculating differently too. I asked Jared and he said they modified the code to only look at 1 year data in v303 to avoid software from crashing. He thinks this number is better or more informative. I don't know what to make of the whole thing. I am running DFuller tests in...

The latest version 303 is miscalculating the cointegration. I checked and double checked with catalyst corner and after reverting to the older version. beware...

What do you mean ? I think these pairs are arrived at using backtesting. Are you suggesting paper trading these pairs to see if they hold in future ?

First, thank you for doing the work and sharing instead of just preaching like others. I have not had much luck trading mean reversion using PTF. Although all backtesting shows great results when I actually do it I almost never make any money. Here is what I think the gap is : The price points...

This is great work. I think I agree with you. Co-integration should break down if something has changed fundamentally in the relationship. You can imagine that might happen between two stocks over 10 years. So it is more important that they are co-integrated in past 1 year or 2 years. But I...

I have been tinkering with it. Here is what I don't understand ( like as in ignorant), how come cointegtration breaks down so quickly on some pairs. Isn't co-integration a more sturdy long term measure ? In an earlier post I mentioned three pairs I got in. They were more than 95% coint...

So at the minimum we know this stuff is useless. I am now in this trade for over a month and there is no end in sight,,,,both stocks are going in the wrong direction. at least not have to worry about getting your technique...

I don't know. I am in three trades with more than 0.95 co-integration and classic heartbeat chart..and they are all going in the wrong direction -HAL / +OII -KFY / +RHI -SWM / +WPP

No idea, although you would think it will depend on time period you are looking at. And who says catalyst corner got it right. Still need to see the chart and understand the relationship. Backtesting does show it gets better with high co-integration. don't know if same magnitude with increasing...

You will have to buy the upgrade, must have gotten an email. I am rerunning my pairs. I used to manually sort through ratio charts to pick "heartbeat" patterns. Using high cointegration does that for you it seems. i am happy with what i see. I still think this is 'a' tool. you still have to...

I have read all 400 some pages in past week and needless to say the amount of information is unbelievable. Yobo - I guess I missed your change in preference from trading stock pairs to pairing stocks with ETF. I seem to recall maybe you and/or others thought it was low risk but very low...