Search results

keops, I remember you saying you don't use pairtrade finder and you programmed your own screener, may I ask how you are determining your entries and exits?

Sold RAIL @ 17.15 Covered CP @ 30.50 Sold CBM @ 2.22 Covered OMPI @ 5.58

no problem.

exited trade Sold ATN @ 10.78 Covered RIG @ 59.30 new trade entered on wednesday Long PUK @ 7.63 Short AXA @ 11.72 I was reading a research paper on pairs trading and it stated that pairs that diverged on industry news as opposed to stock specific news tended to converge much...

Lazy, yes if you downloaded the latest update of pt finder, they have a +/- column in the console and chart in the analysis window which you can use to scale out before an exit signal, like if you enter a pair at -2.20 stdevs, you could exit when it goes above -1.00, trade length reduces...

Paulson buying in is probably what caused the divergence, it may pop some more wednesday, but could be shortlived as it will mostly be daytraders unless he keeps buying. did you currency hedge this trade?

Yes this was a ugly trade I know, I have backtested this pair and have it as producing as avg $337 profit per trade not $85. yes the day after I opened the trade BAS released a statement saying earnings were likely to be down more than forecast and they would be lowering their pricing, anytime a...

Exited 3 trades; Sold CTX @ 6.89 Covered KBH @ 10.17 Sold ABG @ 2.82 Covered GPI @ 10.63 Sold PQ @ 2.45 Covered ROSE @ 4.51

dev, let me say this again, im not sure, you will have to email them.

Im not sure, you will have to email them.

ratio is just the left stock divided by the right stock.

Who said anything about pair trading random stocks? as stated numerous times all throughout this journal we only trade pairs where both stocks are in the same industry.

not sure, its a good chart to have though.

14

Sold FMX @ 24.44 Covered ABV @ 44 Sold CVO @ 2.07 Covered NP @ 3.66 New trade Long BEBE @ 5.21 Short UA @ 16.14

I don't see how trading a stock against another stock is more work than a stock against a ETF, and according to numerous backtests ive done, stock vs stock pairs are significantly more profitable than stock vs ETF or ETF vs ETF pairs.

I downloaded the latest version from www.pairtradefinder.com/freeTrial.php yesterday, they added that new feature a few days ago, if your on their mailing list they sent us a update, its a free upgrade. its basically charting the current standard deviations from the mean, pretty handy to see...

I wouldn't trade this pair, FDX is very weak relative to UPS and there is a strong downtrend in the ratio chart also supported by the correlation chart breaking down.

Thats a interesting pair, a mexican ETF against a german ETF, I plugged the pair into PTF and one thing I noticed is when the pair diverges, is when it comes back to the mean it often overshoots, i.e.....much more profitable to exit at +1 or -1 stdev than 0. Ive attached a chart of previous...

Exited two trades Sold BAS @ 6.53 Covered HAL @ 16.26 Sold WLL @ 23.93 Covered PTEN @ 9.05 New trade Long ETE @ 20.21 Short MGG @ 18.57