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Do industry groups revert to the mean? I used the 30-group Fama-French data to answer this question. (I discarded the "other" group and was left with 29 groups.) I used data from 2005 to the present. Although older data was available, I chose not to include it, as these sorts of...

For those of you who have pairstraded for some years, what type of returns have you achieved and how have these returns varied year-by-year? I am considering getting into this game. No, I have not read all 300+ pages of this journal, but I certainly will if the light at the end of the tunnel...

You will be missed.

Art, I just discovered your journal and have a simple question: When you calculate ranges, do you use open-to-close or close-to-close? Thank you.

Hi Geez, Just curious to know what your YTD performance has been on this bet.

Excellent work! If it's not too much trouble, I would love to see the subaccount performance YTD like you showed on 3/7/09.

What methodology are you using? If mechanical, how did it do on backtest? Waditude