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  1. J

    Pair Trading Strategy Journal

    Exited 2 trades; Sold CE @ 14.42 Covered APD @ 57.82 Sold BAX @ 61.10 Covered GENZ @ 70.83
  2. J

    Pair Trading Strategy Journal

    Well it depends when you entered and when you exited, there was a great statistical arbitrage opportunity after it skyrocketed, I mean how could that company be the largest company in the world, as it was that day, I don't trade euro shares, but I sure did wish I did that day, didn't take much...
  3. J

    Pair Trading Strategy Journal

    Exited one trade today; Sold XLNX @ 16.76 Covered ALTR @ 15.54
  4. J

    Pair Trading Strategy Journal

    thanks, pt finder does have a portfolio management feature, however i think its crap and don't use it, so I just export my brokerage results to excel and cruch my numbers in a spreadsheet.
  5. J

    Pair Trading Strategy Journal

    Thanks, yes I have had second thoughts about posting my succesful trading strategy on these forums however there are intricacies to my trading plan that I haven't revealed plus successful trading is 90% disclipine & 10% method so Im not worried about others stealing my edge, plus I take the...
  6. J

    Pair Trading Strategy Journal

    No ive never had a problem taking a cross-exchange pair trades. I don't trade ETF's yet, i have thought about incorprating them into my trading plan however, something else to think about i guess.
  7. J

    Pair Trading Strategy Journal

    not quite, ive found trading fulltime 9-5 can be quite bad for you mentally and physically once the novelty wears off, mostly mentally it really takes a toll on you and it aint good to stare at numbers/screen for too long with 110% concentration the whole time, i use to daytrade a lot and it...
  8. J

    Pair Trading Strategy Journal

    Closed my best pair trade today! 6.5pts on one side, 1.5pt on the other side made in 5 days; Sold HUM @ 36.01 Covered XRAY @ 29.24 Got an exit signal aswell for another trade that id been holding for awhile, closed at a loss; Sold PHM @ 10.66 Covered TOL @ 20.73 Opened 1 new trade...
  9. J

    Pair Trading Strategy Journal

    I pick n choose what entry signals to take however I take all exit signals on my open trades strictly as dictated by the software.
  10. J

    Pair Trading Strategy Journal

    Closed 1 trade today for a profit; Sold BIDU @ 234.85 Covered GOOG @ 366.72 Opened 2 new trades; Long ABX @ 25.43 Short KGC @ 12.84 Long DVA @ 53.03 Short AZN @ 44.38
  11. J

    Pair Trading Strategy Journal

    Opened 1 new trade today; Long ACI @ 20.94 Short CNX @ 32.81
  12. J

    Pair Trading Strategy Journal

    Closed 1 trade today; Sold NWS @ 10.25 Covered IACI @ 16.58 Opened 2 new trades today; Long AET @ 25.94 Short AGN @ 39.29 Long HUM @ 29.68 Short XRAY @ 30.59
  13. J

    Pair Trading Strategy Journal

    I think my average trade lasts about 7-10 days and yes I take all my signals from pairtrade finder. Closed one trade today for good profits; Sold TV @ 16.45 Covered OMC @ 27.93 Opened 2 new trades; Long GRS @ 3.12 Short EGO @ 3.38 Long BAX @ 59.08 Short GENZ @ 73.57
  14. J

    Pair Trading Strategy Journal

    We traders have a saying ''those who can't trade try to give crap to those who can''
  15. J

    Pair Trading Strategy Journal

    Yes you have to add them one by one which is a bit time consuming, i think of it as a labour of love :) however I think they said on their forum they are updating the program to import stock lists at once, looking forward to that. Im only trading US stocks atm, was looking to get into LSE...
  16. J

    Pair Trading Strategy Journal

    Yes my account doesn't usually see 20% swings in several days, but as I and others predicted when the turmoil subsided many of my pairs returned to their norm very quickly, I don't think thats a normal event only because of the craziness of the last several weeks. my profit has been growing...
  17. J

    Pair Trading Strategy Journal

    Yes close. Say I want to purchase $10,000 of each stock I divide 10,000 / share price = shares long/short.
  18. J

    Pair Trading Strategy Journal

    I can see what your getting at here, however as mentioned if one stock in a pair is significantly more volatile that the other stock you shouldn't be trading that pair because the two stocks aren't that similar, in a ideal world adjusting position size for each side based on volatility makes...
  19. J

    Pair Trading Strategy Journal

    Yes you could calulate the potential profit on that trade, in your example if the ratio went from 0.55 to 0.65 that would be an 18.18% increase in the ratio, so take the $$$ committed to one side and multiply by 0.1818 and that would be the profit. No im $$$ neutral when I trade, not equal...
  20. J

    Pair Trading Strategy Journal

    Closed 2 trades today both at a profit; Sold DGX @ 40.40 Covered DVA @ 46.51 Sold HD @ 18.91 Covered LOW @ 16.85 Opened 1 new trade; Long APA @ 64.36 Short EOG @ 62.99 Open Trades: 7 Wins: 28 Losses: 8
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