Search results

  1. B

    Pair Trading Strategy Journal

  2. B

    Pair Trading Strategy Journal

    I am notorious for taking profits early, so that certainly may be the case. But bulls,bears, pigs and all that jazz... Depending on how you calculate, that prolly isn't far off. I show +1.05% if you take total capital deployed, but on market neutral where funds hit the account to offset the...
  3. B

    Pair Trading Strategy Journal

    Now is a good exit on the long PEP/short KO at 1.053
  4. B

    Pair Trading Strategy Journal

    Sounds like I am about the same as you, holding anywhere from 0 - 6 pairs. I try to be disciplined and not take potential trades that I deem mediocre; I am not always successful in that task. I would like to become more automated in the trading, as this will help take the emotion out of...
  5. B

    Pair Trading Strategy Journal

    I use a few different tools. Excel, Wealthlab and eSignal. I am simply looking for pairs that are relatively highly correlated (and that make sense that they are correlated, such as in the same industry) and then looking for a divergence from the mean. I understand cointegration is an important...
  6. B

    Pair Trading Strategy Journal

    I appreciate your input. I don't use PTF as I utilize my own tools. While I believe the RSI has merit, I place much less weight in that oscillator than I do the statistical variance for a chosen period. I'm also using a fundamental backing in my analysis, and PEP has a cheaper forward...
  7. B

    Daily Hottie

    LMAO! That one really made me laugh out loud.
  8. B

    Pair Trading Strategy Journal

    A pairs idea that makes sense to me at current levels: Long PEP, Short KO under 1.029 on the ratio.
  9. B

    Jon Stewart Catches Glenn Beck Digging for Gold

    You sound just like the kind of guy I need on the other side of my trades, and for that, I thank you. The words you try to weave have no basis in fact. Unions once served a useful purpose. That time has long since passed. Now they're nothing but a blood-sucking scourge that places a tax on...
  10. B

    Daily Hottie

    Another of the red-headed hottie...she has aged well, too... And I agree with Nitro - the skinny 21 yr olds with no curves are a dime a dozen.
  11. B

    Daily Hottie

    For those who like the 'sporty' women...
  12. B

    My Life as a Trader...

    Well, I don't always drink beer, but when I do, I prefer Dos Equis.
  13. B

    Pair Trading Strategy Journal

    Not looking a gift horse in the mouth - taking half the long T, short VZ off.
  14. B

    Pair Trading Strategy Journal

    One that I just put on that looks like it has temporarily gotten out of whack: Long T (currently 27.06) Short VZ (currently 32.07) I anticipate a snap back in the ratio over the next several days. Everyone have a great Thanksgiving!
  15. B

    Ratigan nails how "dark pools" rip off traders: Dark pool trading = 10% of volume

    Some of you folks have been reading too much zero hedge. Sigma X or any dark pool is not 'bad.' I have found I am able to get filled at my price more often there than arca, nyse, or whatever. And how else in the world does one expect Fido, Vanguard, etc to get their large blocks done at a...
  16. B

    Truth for Beginners

    +1 Spot on. He is one of several that I've had on ignore. It does pain me when others quote him, tho.
  17. B

    Solid Advice

    From Dr. Tharp via The Kirk Report. Makes a lot of sense to me... Five Steps To Consistent Profits Five Steps To Consistent Profits I'm often asked how to become a consistently profitable trader. Recently, Tharp outlined five simple steps to consistent profits: 1. Work on...
  18. B

    Wells Fargo is a SHORT

    Look, I try to be a positive guy, but I'm questioning your sincerity here. On your opening post, you state WFC has no business being above $29. That was on the 8th. You also said you felt the $30 resistance would be there for a long time. Then another poster stated they didn't think you...
  19. B

    Pair Trading Strategy Journal

    I think you hit the nail on the head, Don. Profits have been harder to come by in pairs the last few months, and the trending nature of the market during that time is one of the likely culprits. One way I have been trying to combat it is not only doing the 'traditional pair trades', but looking...
Back
Top