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What software do you have to scan/chart/trade pairs?

You should find that correlation is a time varying value. And therefore you cointegration value should also change over time. If you find a process that is well and constantly cerellated with the same cointegration vector (IVV/SPY, ) the bad news is that it is already traded by other guys that...

For what I know, this is what Chan is doing in his book and the timeframe does not matter. Dont get excited too soon. You are walking on a paved route, not off the beaten path.

You can have a look at the Pairs Trading Strategy Journal. http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253

Can you please provide us you most recent balance sheet, lol.

Mine's improving day by day. Someday I'll be qualified to cross Queen's bridge and chilout with the thugs like a OG.

You can have a look at Sang Lucci website.

Slight? Nothing less?

Peterfy is still IB biggest stockholder and if he had to do some shady deals it would probably have been done in the last 30 years. But the rule still remains, dont put all your eggs in the same basket.

10$ per month for the mandatory data subscription. And this is waivered when you do more than 10$ comish per month (or proportionally). As long as I remember.

As said, most stocks are shortable as fast as a long trade. There is no extra delay for a short. It is a good practice to execute the short first in a pair trade. This is written in the introduction books (Handbook of pairs trading, ...). Hard to borrow are usually penny stocks or special...

Most of them if not all. You only need a margin account. Each broker has is own requirement for margin (there are rules they must follow). Interactive Brokers is the most popular.

Could be analyst, trader or quant.

For forex, usually the price is available at both the open and close. Maybe sunday open may not be available depending when the first print in the data is and when your broker start trading. Forex is open 24 hours per day (unless your talking ETFs or futures) so the opening problem only occurs...

Forex gains are taxable on gains of over 250$. It is capital gains.

We all happen to have one too many (drinks) every now and then.

But I dont understand why it is bulish EUR/USD when all the European bank are going to get trashed.

http://finance.yahoo.com/news/EU-official-banks-to-take-apf-3214664161.html?x=0&sec=topStories&pos=6&asset=&ccode=

Breaking News: EU Officials Approve Accord for a 50% Writedown for Greek????????????????