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  1. J

    Pair Trading Strategy Journal

    Valid reason and I agree, however Im no stranger to risk and a bit of gunslinger so I like these trades, I only place a small % of my a/c in each trade so in the event of a black swan I won't be wiped out.
  2. J

    Pair Trading Strategy Journal

    New trade Long PQ @ 3.37 Short ROSE @ 5.39
  3. J

    Pair Trading Strategy Journal

    Mike, its up to you whether you filter out stocks affected by news items, although some of the best trades can come from stocks overreacting to news, for example news comes out monday and stock gets hammered into the week, sometimes thursday or friday that same week can be a good time to place a...
  4. J

    Pair Trading Strategy Journal

    Exited one trade Sold BPZ @ 3.65 Covered PDC @ 4.15 New trade Long ABG @ 3.33 Short GPI @ 11.07
  5. J

    Pair Trading Strategy Journal

    Same for both sides, half a cent per share.
  6. J

    Pair Trading Strategy Journal

    2 new trades Long WLL @ 22.33 Short PTEN @ 8.55 Long ATN @ 13.09 Short RIG @ 58.15
  7. J

    Pair Trading Strategy Journal

    Yes spreads are getting wider, I think now would be a good time to put on trades, I am expecting a technical rally soon in the averages however Im staying market neutral. I haven't had to backup & restore my database.
  8. J

    Pair Trading Strategy Journal

    Lately it hasn't as my risk per trade is small. Plus in the long run it all evens out.
  9. J

    Pair Trading Strategy Journal

    Exited one trade Sold KIM @ 8.78 Covered WRI @ 10.49 New trade Long ALV @ 15.42 Short MGA @ 25.72
  10. J

    Pair Trading Strategy Journal

    Exited 2 trades; Sold SE @ 13.09 Covered EP @ 7.52 Sold ESV @ 25.2 Covered ATN @ 14.39 Opened 1 new trade; Long AXA @ 10.28 Short PUK @ 8.18
  11. J

    Pair Trading Strategy Journal

    Exited one trade for profits; Sold HP @ 21.75 Covered UNT @ 23.99 Entered new trade; Long RAIL @ 16.35 Short CP @ 28.78
  12. J

    Pair Trading Strategy Journal

    yes we have the same settings, except I have layers set at 2.00, 2.30, 2.60 and the SPG/TCO entry was on the 2 layer signal. I would say in the HP/UNT trade the overall correlation is increasing, I don't see a downtrend. Im not sure I understand your last question of ratio chart was still so high?
  13. J

    Pair Trading Strategy Journal

    exited one trade for profits Sold TCO 17.64 Covered SPG @ 38.05 one new trade Long CTX @ 8.54 Short KBH @ 11.76
  14. J

    Pair Trading Strategy Journal

    Exited one trade at profit Sold WWW @ 17.07 Covered NKE @ 44.46 Entered new trade Long ESV @ 26.65 Short ATN @ 16.42
  15. J

    Pair Trading Strategy Journal

    I don't know too much about spreadbetting, I like to trade inside the spread, why don't you try a CFD provider with direct market access. Im not a fan of share vs index pairs because its not 2 similar business's and that is the foundation of pair trading.
  16. J

    Pair Trading Strategy Journal

    Exited one trade for a small profit Sold SPN @ 16.42 Covered NOV @ 28.27
  17. J

    Pair Trading Strategy Journal

    hey guys please read through the entire thread before asking questions, ive answered the same questions several times now, I want to keep the journal clean instead of repetitive information, my entire method is explained in detail throughout the journal, what I do isn't really complicated at...
  18. J

    Pair Trading Strategy Journal

    Exited one trade; Sold TMK @ 29.42 Covered MET @ 27.53
  19. J

    Pair Trading Strategy Journal

    one new trade; Long FMX @ 27.46 Short ABV @ 44.64
  20. J

    Pair Trading Strategy Journal

    No not yet, Ive been very pleased with my results using just 1 layer, so for the moment im keeping it as is. I do like the idea of layering though, something il eventually incorprate into the trading plan.
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