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I've looked at trend trading pairs, but haven't been able to get out of a facilitating/contrarian mindset. I must be getting old.

es/nq are too different for good pair trading... better to trade tech stocks against nq

A hedge usually means that you want to get neutral in order to be protected and stay in a trade that may go against you. Spread, or Pair trading is known as statistical arbitrage and uses various methods such as capital distribution, scalping, etc. Merger trading is known as risk arbitrage and...

I used to trade SPY/DIA, but found that the spread trended more than I was expecting and DIA didn't have great liquidity.

yes! misuse of that word bugs me too...

LOL!:p

that's retarded.

for pair trading, not knowing the news fast enough was a real detriment...till I spend some big $$ for premium news from different sources. I've been thinking of getting a Bloomberg terminal...any experience out there on Bloomberg news?

I've used both Neovest "First Alert" (major bugs!) and Tradestation 6 for pair and merger spread charts...I'm looking for a new platform now. Anybody have experience with good charting/analysis software for creating spread charts?

What and how were you trading?

Any Vancouver traders doing professional trading at local brokerage houses? (equities or futures)

yes, big size is shown, generally: to attract size; show a trade already done; or a trick by the specialist to get us to facilitate some of his order flow.

tradestation has these indicators as well

I've done mostly pairs and mergers, leaving the index arb to the big guys--although I did a lot of research on arbing the entire dow 30 against DIA, but found that the execution risk (particularly for NYSE market orders) was too great. Has anybody tried this strategy?

thing I like about futures is many don't have long term trends in one direction--ie, like a bull or bear market in stocks. For example, corn and lumber trade in a range and are nobrainers when they reach extreme highs or lows...just hold onto your positions till they come back. swing or...

I just started a thread asking that same question! http://www.elitetrader.com/vb/showthread.php?threadid=14284

anyone out there arbing SSF's against the underlying stocks?...please let us know how you're doing.

The question isn't who teaches it, but does it work? True, Bright may not have the best reputation, but they do have some "bright" traders doing a lot of interesting research into pair models. The short-term pair trading serves my trading style...I got tired of building positions in pairs...

exactly. do your homework before joining any firm.

I've learned the most important lessons about trading from two professional gamblers that I've had conversations with. It boils down to the house will always have an edge until you can DILIGENTLY research (most, myself included, want to bypass this because it means boring hard work) an edge over...