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Yeah baby! Those nasty open losing trades finally came back and closed them at reasonable size loss's. Sold ROK @ 29.95 Covered WY @ 47.48 Sold FCX @ 45.37 Covered BHP @ 43.98 Sold GG @ 24.85 Covered ABX @ 28.12 Open trades: 7 Win %: 71 Win:Loss 0.64 Continuing to outperform...

Closed my best pair trade again on Friday. Sold GRS @ 5.56 Covered EGO @ 4.31 (I shorted EGO at 6.02 two days ago) Sold GR @ 31.94 Covered COL @ 36.23 Opened 1 new trade: Long DGX @ 40.38 Short DVA @ 46.94

thanks gehko that makes sense now, increasenow, i don't pair trade futures that game is pretty much zipped up by large funds, not much room for competition there, plus there plenty of good stock pairs out there. Opened 2 new trades today; Long MOT @ 4.56 Short JNPR @ 16.76 Long APA...

lol..... they have no option but to say that, saying what they think and know as true would makes things even worse, anyone can see through their smokescreen, they are salesman for the us economy

i hope your right.

1 in 2 americans will be paying their mortgage to the government the federal reserve will become ''the'' bank for everyone dow will go below 4000 500 trillion in derivatives will blow up causing depression chinese and arabs will be new world superpower us government will go...

Yes im convinced that pair trading is a great method, in the last 6 weeks ive outperformed the SP500 by a whopping 22% with significantly less volatility and exposure in my portfolio than the index aswell. Most hedge funds are shutting down or showing heavy loss's so im quite happy to be only...

Closed 1 trade today for good profit; Sold CNX @ 37.21 Covered ACI @ 24.98 Opened 1 new trade; Long GRS @ 6.23 Short EGO @ 6.02 Open trades: 9 Closed wins: 21 Closed losses: 5

gehko, could you please expand on beta weighting? sounds interesting. yobo, yes that makes sense thanks, I think your theory may be right about my downside bias.

Entered on the open; Long GES @ 28.93 Short PVH @ 33.38

seadog, the potential profit is +25% on the total amount invested, that is $$$ neutral and I aim to be out within 6 months.

Yeah pairs trading it a good style for this type of market, probably will be for a long time. Ideally you want to be $$$ neutral when putting on a pair trade. So at friday's close for every $1,000 you invest in this pair trade you should buy 16.67 GES shares(500/29.99) and sell short 14.67...

attached.

You've got a good eye as both these pairs are currently more than 2stdev's from their mean and both have trades triggered as you described. The OIH/USO trade looks good it has correlation at 93.35% and the ratio chart looks significantly oversold and the GDX/GLD trade has good correlation at...

Actually funny you mention the fundamentals lining up because the technicals are lining up to enter this pair now too. This pair currently has a 100day rolling correlation of 83.49% and the ratio chart is approaching an oversold region and currently a trade has been triggered to go long GES &...

yobo, my closed trades show a nice profit and my open trades also show nice losses thanks to the recent turmoil, so my a/c is down 3.6%(closed & open p/l) since starting this journal which is a lot better than down 16% on the sp500. with lower volatility & exposure aswell, so you could say im...

Do you mean a review in this thread or a review in the software section of elitetrader?

yobo, I think everyone is feeling a little pinch from the un-precented turmoil currently present in all markets, however just like a good pair though things will return to normal and make us some money on the way, we just have to ride out the storm. Like the joker said in the dark knight ''the...

Yes I have changed the settings for how the signals are generated. Ive tweaked around with them and backtested different settings and for my trading I came up with the following parameters; Correlation lookback 100 Stdev lookback 20 RSI lookback 20 Ratio lookback 14 Stretch lookback 14...

Opened one new trade today; Long CE @ 22.87 Short APD @ 64.04