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  1. J

    Pair Trading Strategy Journal

    www.pairtradealerts.com
  2. J

    Pair Trading Strategy Journal

    I don't normally trade ETFs or futures as stock pairs produce better profits, however this pair is currently 1.26 standard deviations below its mean, in other words RUT is moderately overvalued compared to the SPX.
  3. J

    Pair Trading Strategy Journal

    yes ive signed up for pairtrade alerts, the seperate service from the software, they do monitor the pairs and signals from what I gather, but they also provide some pretty insightful analysis and commentary on the market aswell, ive actually been talking with Jared and they have a managed...
  4. J

    Pair Trading Strategy Journal

    Exited trade Sold MGG @ 22.67 Covered EEP @ 45.26 New trade Long IP @ 19.71 Short BKI @ 8.29
  5. J

    Pair Trading Strategy Journal

    Great discussions going on guys, enjoying reading it all especially other pair trade idea's, nice to see others perspectives. New trade Long AHL @ 25.24 Short PTP @ 33.47
  6. J

    Pair Trading Strategy Journal

    Long AXS @ 28.23 Short PRE @ 69.02
  7. J

    Pair Trading Strategy Journal

    Long MGG @ 21.04 Short EEP @ 41.63
  8. J

    Pair Trading Strategy Journal

    yes that report was good for a laugh, sounds like jealous competition, maybe not, someone with a grudge. yeah they removed portfolio mgr, apparently they were getting negative feedback and are going to develop it further before including it, I use a spreadsheet anyway, never found their...
  9. J

    Pair Trading Strategy Journal

    I haven't studied this pair extensively, more of a floating idea, yes there would be transactional costs, but I imagine the avg profit per trade would more than cover them.
  10. J

    Pair Trading Strategy Journal

    Yes I exited that pair at a loss, ive been light on trading lately, and have spent some time re-doing my radar, fresh backtests, removing old pairs and adding new ones Sold OSIP @ 27.71 Covered CELG @ 47.32 Sold SPG @ 50.05 Covered TCO @ 25.24 Sold AHL @ 23.41 Covered MXGL @ 18.20
  11. J

    Pair Trading Strategy Journal

    been away for a little bit guys, some interesting conversations going on, glad to see the thread is alive and well. There are so many different ways to pair trade, the opportunities are really limited to one's own imagination. For example you could pair up the Australian 10yr bond with the US...
  12. J

    Pair Trading Strategy Journal

    Just exited my best trade to date for massive profits Sold ZEUS @ 25.52 (bought this one at 16.51 for a 54.57% gain!) Covered SIM @ 6.92 Very happy today, whats that quote off the yahoo website ''I love the smell of profits in the morning'' :D
  13. J

    Pair Trading Strategy Journal

    I think he mentioned exiting within 1stdev of the mean and a 10 day time stop, although he uses a bit of discretionary on a case by case basis, I think this is where experience comes into play and you can use that to your advantage. Note to everyone; your all welcome to post your trades and...
  14. J

    Pair Trading Strategy Journal

    yes I broke my rule on this trade and payed for it, spread chart wasn't nowhere near an extreme. I would be lying if I said it didn't hurt, because it does, but I really step back and look at the big picture, losses are inevitable in this game, you just gotta keep going, I try and treat my...
  15. J

    Pair Trading Strategy Journal

    closed trade Sold LNN @ 34.97 Covered BUCY @ 30.04 cooper, the spread chart is important because it shows the normalized $ difference between the 2 stocks in the pair, ideally you want to fade new highs/lows on the spread chart, betting that it will return to normal, fading extreme's has...
  16. J

    Pair Trading Strategy Journal

    Closed trade Sold DAC @ 3.98 Covered SB @ 7.01 New trade Long AHL @ 23.28 Short MXGL @ 17.53
  17. J

    Pair Trading Strategy Journal

    I don't expect to make any particular amount on any trade, I just wait for an exit signal which is given when the pair returns to the mean.
  18. J

    Pair Trading Strategy Journal

    Exited one trade for profits Sold CLR @ 32.17 Covered ESV @ 40.04 New trade Long SPG @ 54.51 Short TCO @ 27.95
  19. J

    Pair Trading Strategy Journal

    Exited one trade for profits Sold ISBC @ 8.89 Covered HCBK @ 12.63
  20. J

    Pair Trading Strategy Journal

    What might have happened is that an exit signal was triggered intra-day yesterday, however towards the close when I trade it was still below its mean if that makes sense.
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