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    Pair Trading Strategy Journal

    Point taken.
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    Pair Trading Strategy Journal

    Something I've recently been reading about (and please excuse me if this has already been dealt with) is the 130/30 trading bias, where people have been trading with a long bias rather than being market neutral, like my strategy. I think the theory is that because the longterm trend of the stock...
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    Pair Trading Strategy Journal

    Thanks CBuster. Yes, I suppose that's correct and I'll see how it works out. I'm pleased with the PF but as I've only made 90 or so trades, its early days yet, though at the moment my picks are getting more accurate rather than less, as I hone my system. But hey, perhaps I'm just having a lucky...
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    Pair Trading Strategy Journal

    Thanks. My PF is 3.36 but I'm used to a percentage return number but can't get to grips with how I can calculate a ROI for a spreadbet.
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    Pair Trading Strategy Journal

    total keops, I'm not certain which would be the best parameter for me to most accurately reflect how I'm doing. I suppose I'm most used to ROI but I can't see how this can be expressed when you're spreadbetting because the amount you're risking seems to me to be variable. I was hoping some...
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    Pair Trading Strategy Journal

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    Pair Trading Strategy Journal

    Just a quick update and question. I'm using PTF to trade UK stocks and have been doing so now for a couple of months. Because of my limited resources most of the trading is via spreadbetting combined with a few CFDs. I've gradually become more refined in my trades and they are now 74.5%...
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    Pair Trading Strategy Journal

    FTSE 100 and 250. Just look at pairs in similar sectors. You can get the details from here : http://www.londonstockexchange.com/en-gb/pricesnews/prices/Trigger/indexsector.htm?bsg=true&in=1191732.FTSE I'm a little less concerned about very high correlation than some but I need them to...
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    Pair Trading Strategy Journal

    I do just UK shares as I'm based in the UK but I'm mainly spreadbetting at the moment due to the higher charges at either end for CFDs. I don't have the resources to bet the number of pairs I like to with CFDs or with a prop broker, so I spreadbet which is working out as a good compromise. Us...
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    Pair Trading Strategy Journal

    Waltbx, whilst I tend to agree with you regarding your feelings towards correlation (and in fact Rob Friesen agrees with you in his manual), I really don't think you should be getting too excited about such a small sample. 66 trades is hardly a lot and its easy to be fooled by data from this...
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    Pair Trading Strategy Journal

    jonny, now that I've bought PTF I would have thought I'd be running the latest version of it and on the face of it my number, v2.5..., is bigger than yours, v2.2g but at the top you have a 'Trigger' icon which I dont have. Can you let me know what this part of the app is ? I am aware that you...
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    Pair Trading Strategy Journal

    DJI v FTSE DJI v DAX
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    Pair Trading Strategy Journal

    Things are still going well for my mixture of trading CFDs and spreadbetting. I've also discovered that trading index pairs is working well too. I wasn't sure how to create a group for these so I emailed PTF and they told me to create a new NYSE group and put the indices in as per Yahoo i.e...
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    Pair Trading Strategy Journal

    I tentatively opened an account with IB a few weeks ago but havent yet funded it. Perhaps I'll do that. They seem fairly popular and have a well established API which I like.
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    Pair Trading Strategy Journal

    While I'm talking about their DMA interface I was watching a couple of CFDs just after the open and it seemed like there was a bot or two working the spreads when they were wide enough. This is what I do for my main income at the moment but on Betfair markets, so its interesting to see the CFD...
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    Pair Trading Strategy Journal

    At the moment I'm using their DMA interface which seems to be working OK and I can usually get inside the spread without a problem. Then again, I've only done a few so far. I like to be fairly active so I think I will probably take a slightly less advantageous price in order to trade more pairs...
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    Pair Trading Strategy Journal

    Sure, I think 5 may be too many to hope for. My own pairs seem to provide me with about 3 pr day on average. But with the average trade lasting about 9 days that would mean 27 pairs or 54 CFDs open at one time maximum. This still means around £100K account. So, its a balancing act if you have...
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    Pair Trading Strategy Journal

    The downside with the IG Markets CFD account is that in order to overcome their minimum commission of £10 at either end, you need to be trading in some reasonably substantial numbers. I estimate you need to be buying at least 1000 shares of around £8 or so each which would require a margin of...
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    Pair Trading Strategy Journal

    OK, I understand why the discrepency in prices now. That's me jumping the gun. For some reason the prices shown on the IG Markets interface are delayed 15 mins and its only when you open a ticket and put in a quantity that you can see the 'live' prices for that CFD. Weird idea but at least it...
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    Pair Trading Strategy Journal

    Now Dana is trading Tradefair: 1311 - 1315 IG : 1303 - 1305 This is most strange and worthy of looking into. Does anyone else know anything about arbitrage between spreadbetting companies and CFD's ?
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