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Can you shoot through the link? I'd love to have a read

I'm pretty sure you can sign up month at a time....Jump on the website and you can find out...

Jets, Yes record is real as Jonnysharp says. I've been a client for a few months now. Why not just join up and trial them for a month? a measily $50 will give you a good insight into them. I have found them to be quite honest in their dealings. Due to work commitments I decided to open...

Selling options against a position is still directional... For example, everyones favourite: Selling the call against stock you own....you sell an ATM call against your stock....the stock has a delta 1 and your call -.5....you are still running a bullish position with net +.5 deltas...

If I hear one more person say "too much leverage...too much risk" I will blow my top.. THE GUY IS TRYING FOR A 10 BAGGER IN 1 YEAR OF COURSE HIS RISK/MAX DRAWDOWN IS GOING TO BE SIGNIFICANTLY HIGHER THAN YOURS, WE AIN"T LOOKING AT A NICE COMFY 25% Ontop of that he's openly accepted he...

Good to hear Doc!!! I'm long NMR short CS last week which was an absolute disaster..... My first proper black swan. Still in trade will re-evaluate this week... Have you got anything to add re: The stop debate?

I agree higher volatility should provide better conditions to trade......VIX is lower but still at 2008 levels....This aside, the market has still gained 50% in 6 months and that alone should provide enough movement.. I don't agree that the fact it has been a "rally" that performance has...

Definatley, stops are the hardest part. I would love to hear others thoughts. My view is you simply need to keep in tune with the market, and get a feel for price action and develop a fundamental edge. In ordinary circumstances we can just rely on the stats and numbers that our...

My view has always been that returns in Pairs will crush a bear & sideward market....But struggle to keep up in a raging bull market... This is only the COMPARISON of returns, not the profitability of the system itself. If you say that stat arb struggles in a rising market, then the same...

BANG ON!!! F%^K the haters..... The fact you make a point to ignore the BS that goes on this forum tells me your 90% ahead of the rest... Catching knives isn't easy, but it can be done.....I've met a few people who have failed, and a few who have made a MOTSA!!!!! Your taking a position...

I've got to the point where I don't even give too much attention to past profitability......I find it can be a little misleading. For me, I put around 80-90% emphasis on the ratio chart. I look over the past year and then 3 months. I purely look for sidewards action and a little volatility...

I've put in about 300 hours into developing a workable DDE spreadsheet. In relation to the MA question. I enter 2 stocks into excel, then run a macro. This macro gets the live bid/ask data from IB and streams in. I then grab historical prices from Google finance and it feeds the 14...

Yeah good point. Keen to hear opinions on this. Jared made this post on another forum which goes in line with what your saying: "I have every stock in the ASX100 paired with the ^AXJO which is the ASX200 cash index, periodically throughout the day I will rank by the +/- column and look for...

I have to disagree... Imagine stock ABC always moves exactly 2 x in the same direction as stock XYZ. The correlation of these two stocks is 1.00 (i.e. perfect correlation) yet volatility is double. That being said, IV is probably the one to watch. I wouldn't mind piggy backing Market makers...

Has anyone thought of comparing historical volatility to filter trades? Makes sense to avoid pairs where one leg is 3-4x more volatile than the other, I guess one could argue it removes market neutrality which is what we are trying to acheive.. Could even get a little cheeky and compare...

All trades are time-stamped.... Make of it what you want More to the point, The guy has put alot into building the pair trading community and without PTF this thread may not be here... Yet people still feel the need to pollute the thread with barren comments.. "Guy has a couple of...

Rubbish comments like these simply degrade the thread... Your whinging about $39 when win % is 85+ and av win is 25% higher than av loss.....get a life mate....clearly better than 99% of junk out there and if anything should congratulate him on transparency of results..... I'll take the...

Yeah that is true... I should've elaborated... The above scenario could happen, however, In a pair trading world the ratio chart (probably the most important) would be trending...(Taboo for most pair traders)... If one stock is continually moving twice the other, I can't see this a good pair...

If the correlation is very high, chances are the beta's will be extremley close anyway.... By default correlation acts as a good Beta filter..... i.e Theoretically if correlation is at 100% beta's would be exactly the same......If the Beta's are out of whack, you are probably comparing...

Hi Jonny, Can you do me a quick favour and look a couple of pages back when I had a couple of questions about the spread chart? /cheers