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Closed one trade today; Sold MOS @ 68.64 Covered POT @ 127.89 One new trade opened; Long OMC @ 37.41 Short TV @ 22.16

Yobo, yes that was some crazy trading in GOOG this afternoon. Interesting how you use RSI extensively in your trading, nice method you got there. Busy day in the pair trading world. Closed 3 trades: Sold BAX @ 65.5 Covered GENZ @ 77.67 Sold AKS @ 25.92 Covered MT @ 49.38 Sold...

knocks, yes there have been some strange happenings in the pair trading world, these extraordinary events must be having an impact like you say, good opportunities for those who could identify them. Nick, yes pairtrade finder has spread charts, however I don't use them. Exited one trade...

Opened 1 new trade today; Long GG @ 33.48 Short ABX @ 37.00

Closed one trade today for a profit; Sold HNZ @ 51.38 Covered GIS @ 68.85

Ive said this several times before and keep finding myself constantly repeating it, I don't construct the formula's or models or do any of the technical work, i use a program from www.pairtradefinder.com and take signals from that on a discretionary basis, please check with them how they...

I don't construct factor models or do any of the dirty work, i choose what signals to take from pairtrade finder and then manage the trade myself, the rok/wy trade has gone against me quite some atm, as ive discussed previously i added a correlation filter to my signals to make sure i only take...

reho, i know, i'm betting on a high correlation and technicals with this pair. newguy, my losses were 3.04% & 6.01% of the trade value, avg winner is 3.72% of trade value. trade size/value is relative to pair volatility.

GGSAE, yes i realise. I'm playing the technicals on this one. Would be good if we both could profit, time will tell. What's your holding period?

Opened one trade today; Long CNX @ 52.85 Short ACI @ 40.17 Open trades: 10 Wins: 16 Losses: 2

It's the biggest open loss I have atm, but yes because of the lower trade size it's not as significant as it could be. I put positions on in the last 30minutes of the day because as oppose to the opening period prices are more stable, spreads are tighter, liquidity is ample and it creates...

GGSAE, part of my trade management is to size according to underlying volatility, so this pair has less size on than the others due to volatility. Thanks Sky, not sure what you mean re opening gaps since i only put my trades on in the last 30mins of the trading day where prices are more...

Thanks baggerlord. Closed one trade today for a loss; Sold GG @ 35.77 Covered AEM @ 64.05 Opened new trade today; Long APA @ 113.65 Short DVN @ 102.15 Open trades: 9 Wins: 16 Losses: 2

Yes open trades are showing a loss, however most of them show a loss before coming back to their mean. One pair ROK/WY is the bulk of my open loss's, it has diverged quite some more since i put on the spread, however trade management looks after that and it will come back eventually.

Closed one trade today for a small loss; Sold MUR @ 73.79 Covered APA @ 116.28 Open trades: 9 Wins: 16 Losses: 1

Just like to give a big shoutout to Paulson & Benanke for giving my portfolio such a magnificant boost today, nothing like a good ole government intervention to save the day, thanks guys. Closed one trade today for profit; Sold CCI @ 35.33 Covered AMT @ 39.71 Open trades: 10 Wins: 16...

GGSAE, I agree atm day traders would be having a ball, those intra-day moves look like 10 year SP charts, even 30sec charts are making some very nice, liquid moves. I definately want to get into intraday pairs trading as a additional trading plan to my existing swing pair trading plan. Kudos to...

yeah I don't think sudden & significant increases in volatility is good for open spreads because we are basing are calulations on past data when volatility was lower, however might be a good time to put on spreads. I'm finding pair trading to be very similar to selling premium. Also with turmoil...

Another volatile day, VIX @ 35. Closed 1 trade today for a nice profit; Sold TOL @ 23.95 Covered PHM @ 14.37 One new trade today: Long HNZ @ 51.03 Short GIS @ 69.92 Open trades: 11 Wins: 14 Losses: 0 I'm staying away from financials for the rest of the year at least and I'l...

One new trade today: Long GR @ 47.60 Short COL @ 51.16