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Discard all information and stick to a day job.

I figured it wouldn't be too hard. Are you using intraday data? Does intraday data help if you are typically holding trades for several days?

This is going back down into the gutters. Give us some trades before the mods delete the thread.

Is today the day sicktrader?

The name "Pair Trade Finder" suggests that they can also scan all combinations everyday, just as you do. It makes good sense to do it so I guess that everyone would be doing this. Or would I be wrong in saying that?

It's great to get feedback, thanks! In general, do you guys have a set of pairs that you are constantly watching, or do you scan over all stocks looking for new correlations? Do you guys use commercial software or have you developed your own?

You judge the guy's trading skills based on a 1 hour video? What about the guy's track record? He's been profitable for decades! That's not luck!

Thanks for the reply. So how often do you find that a relationship breaks down after being correlated for 1 year? I am guessing you use stops to protect yourself against this.

I'm new to this thread and I would like to ask a question: For how long do you normally want two stocks to be correlated before you consider pair trading them? (6 months? 1 year? longer?) Thanks, its a great thread!

Maybe because they're trying to make money, not lose it.

You took risk all through the week, and now you quit because its Friday??? You know there is also the chance that you double your weeks earnings on the Friday.

End of paragraph 16.

Are you saying vingbel = hippietrader? http://www.elitetrader.com/vb/showthread.php?threadid=171067

How many pages do you think would be left if you tore out the MATLAB code and the cut-outs from his free blog? I'd rather have paid $4.95 for one month instead of overly paying for the book, and I recommend everyone else do so.

We overpaid for something we could have read from his blog. Admit it to yourselves: http://en.wikipedia.org/wiki/Post-purchase_rationalization

He self confessed to never having made money for the companies he worked for. His book is a copy-and-paste of his blog. That's not a star.

No combo fans?

Hi, A question to users of IB TWS and the "generic combo": TWS doesn't support stop orders for generic combos, so is there another feature that we can use to implement them? I have looked at alerts, but they don't seem to support generic combos either. I have been using the API to...

As an example, if you were to say that HFT is between 1 second and 1 hour, you would have contributed to two bars. It is designed to show distribution.

Trade SPY instead of ES. With all the leverage you will blow your little account in a couple weeks.