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  1. J

    Pair Trading Strategy Journal

    nice trading guys, Im not finding that many good trade candidates at the moment, correlations seem to be breaking down across the board and it goes against my trading plan to take those signals. On another note I just discovered how to enter cross-boarder pairs into pairtrade finder, normally...
  2. J

    Pair Trading Strategy Journal

    Yes as said many times before I strictly stick to the system and wait for an exit signal, whether loss or profit as determined by the system, not me.
  3. J

    Pair Trading Strategy Journal

    New trade Long PDC @ 3.49 Short RDC @ 11.83
  4. J

    Pair Trading Strategy Journal

    Yeah no problem saico, anyone can post trades here, I wouldn't mind a bit of friendly competition. I don't pair trade ETF's for reasons previously stated, however with enough leverage the SPY/DIA trade could prove worthwhile. Exited one trade Sold AXA @ 7.87 Covered PUK @ 5.92
  5. J

    Pair Trading Strategy Journal

    Has anyone been catching the moves on CIEN/GLW lately? just had a look at this pair, in the last week there has been 3 trades, all quick and big profits, these stocks are in play atm
  6. J

    Pair Trading Strategy Journal

    FYI Amaranth loss big on a huge one way bet on nat gas that everyone on the street knew about and took advantage of, LTCM loss on exponential betting on Russian bonds that defaulted, I have previously stated I only commit a small % of my a/c to each trade so even if the stock went to 0 I...
  7. J

    Pair Trading Strategy Journal

    Yes I wait as it will always come back eventually.
  8. J

    Pair Trading Strategy Journal

    Exited trades Sold ACE @ 33.96 Covered ACGL @ 49.34 Sold ALV @ 12.82 Covered MGA @ 21.25 New trade Long THG @ 30.63 Sold PTP @ 25.99
  9. J

    Pair Trading Strategy Journal

    I strictly stick to the system and wait for an exit signal, which is when the pair comes back to its mean.
  10. J

    Pair Trading Strategy Journal

    Yes still in this trade.
  11. J

    Pair Trading Strategy Journal

    Wednesdays trade Long WWW @ 14.49 Short NKE @ 42.55
  12. J

    Pair Trading Strategy Journal

    No not yet, Il get around to it soon enough. Il do them every quarter for assessment any shorter time period is irrelevant.
  13. J

    Pair Trading Strategy Journal

    Yes we are currently in a soft patch with pair trading, there is a bit of dislocation in the market and spreads are widening and holding, feels similar to early october, back then proved a good time to place spreads, with a decent bounce in the market I expect a lot of pairs to snap back...
  14. J

    Pair Trading Strategy Journal

    good advice here.
  15. J

    Pair Trading Strategy Journal

    New trades Long CVO @ 2.44 Short NP @ 5.13 Long ACE @ 33.95 Short ACGL @ 51.34
  16. J

    Pair Trading Strategy Journal

    New trade Long CBM @ 1.87 Short OMPI @ 5.04
  17. J

    Pair Trading Strategy Journal

    2.30 2.60
  18. J

    Pair Trading Strategy Journal

    There is no hard and fast rules for correct trading, every trader devises his own system and logic, there isn't a holy grail so your logic could be applied successfully to trade, however with what you said you could be long the strong stock and short the weak stock after they made a...
  19. J

    Pair Trading Strategy Journal

    yeah I use IQfeed helps a bit I think although its not that different to when I was using the free data feed as Im looking at real time quotes in my trading platform anyway. Yeah I use the volatility chart, you can size according to volatility, I like to see volatility making new highs aswell...
  20. J

    Pair Trading Strategy Journal

    Yeah I use 100 day lookback, the 2 lines could be because there is 2 layer signals in one day and thus its shown as 2 lines.
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