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  1. J

    Pair Trading Strategy Journal

    Trade entered yesterday Long OSIP @ 30.24 Short CELG @ 42.57
  2. J

    Is anyone here buying homes under 10k?

    I wasn't thinking of being a slum lord, more along the lines of a putting the piece of ownership paper under my bed and coming back in 5, 10yrs time and selling or if I could find a half-decent place somewhere near a snowtown maybe using it as a holiday home, maybe spend a little more than 10k.
  3. J

    Is anyone here buying homes under 10k?

    I see the chinese are sending teams to the US to buy homes on the cheap http://business.timesonline.co.uk/tol/business/industry_sectors/construction_and_property/article5740534.ece was interested to hear if anyone on here has been accumulating real estate on the cheap especially considering the...
  4. J

    Pair Trading Strategy Journal

    Yes most hedge funds have mandates telling them what they can only trade, some are only restricted to the SP500, others to market cap above 1b, so yes there are plenty of opportunities for retail traders that wholesale traders can't take.
  5. J

    Pair Trading Strategy Journal

    Im not saying the big players would ignore these opportunities, most of them are focusing on high-frequency, some of them may be trading intra-week aswell, however we are on a more level playing field when it comes to intra-week trading as we don't stand a chance competing against them in the...
  6. J

    Pair Trading Strategy Journal

    I trade very conservatively and yes I have increased my trade size, its up 25% since the start of the journal and I plan to increase again soon.
  7. J

    Pair Trading Strategy Journal

    When you hear the term ''opportunity quickly disappear'' that is referring to high-frequency arbitrage, trades based on a small timeframe, seconds/minutes, thats what the big players are doing, same logic as us but on a grander scale, lower timeframe/thousands of trades per day, thus those...
  8. J

    Pair Trading Strategy Journal

    You have to be careful with optimizing, its a double edged sword, ideally you want to include pairs that have good historical results but you can't just hand pick the best ones because past performance is not always indicative of future performance, yes I look for pairs that have performed well...
  9. J

    Pair Trading Strategy Journal

    Bentedges, yes Im trading at the posted prices, I have IQfeed in PTF, so Im using real time data, I look for signals 30mins before close, I then execute right before the close or place MOC orders, then take the screenshot after market close, hence the closing prices shown. I am following the...
  10. J

    Pair Trading Strategy Journal

    Yes it was one of my longest opened trades, most trades open longer than 15 days tend not to be profitable, however the loss can be smaller waiting for it to come back to the mean, I do know the guys at PTF are developing a time based stop and Im keen to backtest this aswell, probably will...
  11. J

    Pair Trading Strategy Journal

    Closed 2 trades Sold MET @ 31.12 Covered PRU @ 39.46 Sold PNW @ 27.25 Covered EDE @ 15.58 New trade Long ISBC @ 8.32 Short HBCK @ 12.50
  12. J

    Pair Trading Strategy Journal

    Exited trade yesterday Sold CMP @ 52.19 Covered SYT @ 46.81
  13. J

    Pair Trading Strategy Journal

    Dr who, yes Im running a beta version at the moment, been providing feedback for them, you could prob get a copy too, just email them. Kevin, yes I may have missed listing the entry on that pair, don't have the time to go through all the posts, however to verify in ptf the signal was...
  14. J

    Pair Trading Strategy Journal

    New trade Long CLR @ 26.32 Short ESV @ 34.86
  15. J

    Pair Trading Strategy Journal

    Exited trade Sold PBNY @ 8.00 Covered NWSB @ 17.78
  16. J

    Pair Trading Strategy Journal

    New trade, entry signal was produced on Monday, don't normally enter trades after 1st signal, however this one has diverged even more and looks overstretched. Long PNW @ 25.74 Short EDE @ 15.47
  17. J

    Pair Trading Strategy Journal

    Exited trade for small profit Sold AXS @ 24.63 Covered PRE @ 67.08
  18. J

    Pair Trading Strategy Journal

    Trade exited yesterday Sold ALL @ 25.85 Covered CNA @ 14.72
  19. J

    Pair Trading Strategy Journal

    Closed 1st losing trade in awhile Sold TRE @ 3.23 Covered GFI @ 12.40
  20. J

    Pair Trading Strategy Journal

    Closed 2 trades for nice profits, portfolio at all time high. Sold JBHT @ 25.66 Covered KNX @ 16.09 Sold TNP @ 18.91 Covered OSG @ 31.43 New trade Long ZEUS @ 16.51 Short SIM @ 5.64
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