Search results

  1. A

    Pair Trading Strategy Journal

    I'm sure they are just brilliant in their trading signals and analysis. Is it written in crayon?
  2. A

    Pair Trading Strategy Journal

    How could you use a service from people who don't know how to spell? "our twitter channel, your inbox or you mobile phone" -> your mobile phone "Your not dependent on market direction" -> You're not dependent
  3. A

    If I want to buy when the price falls below some threshold...

    You want a simple buy limit order. A buy stop will buy when the price reaches a certain upper threshold and its used to protect a short position.
  4. A

    Pair Trade Finder

    After John's slick sales pitch (above), no one is going to want to use PTF let alone buy your dodgy license.
  5. A

    Pair Trading Strategy Journal

    If they're making money using MAs, that's great, but I agree with you, I thought it was a bit strange to be applying them as these guys seem to be doing. Specifically, I don't know why they would be looking at an MA and std deviation that is calculated on such a short window. It's more logical...
  6. A

    Short now when you still have the chance

    Or maybe we are underestimating the power of money printing?
  7. A

    Pair Trading Strategy Journal

    You already do your analysis in MATLAB, why not automate your system and trade in MATLAB? I guess everyone has their own style.
  8. A

    Pair Trading Strategy Journal

    Have you ever tried to backtest this system? I'm curious as to what long term results you get and why you use a 20 day moving average and 20 day moving stddev.
  9. A

    Pair Trading Strategy Journal

    I think you're right. I'm looking at a standard deviation that's calculated over a moving window of about 2 years. When the spread pushes past 2 stddev, it doesn't catch up so much as it does for you guys. Obviously, I'm looking at pairs with a long term cointegration (years) and I'm looking...
  10. A

    Sharpe Ratio useless

    This does not make the sharpes ratio useless. If you can guarantee small but consistent profits, all you have to do is leverage to the moon and you can be extremely profitable.
  11. A

    Pair Trading Strategy Journal

    I've seen pair spreads that pushed past 2 standard deviations and made it to 3. No disrespect intended, but I think you might have just been lucky if your experiences have shown pairs not to spread past 2 stddev. I don't see the benefit of using a % from the mean rather than standard...
  12. A

    Pair Trading Strategy Journal

    In mean reversion strategies you have some justification to double down on a losing position, but if you keep your "bailout" point too far away (in terms of standard deviations) then you risk making a serious loss in the event of a merger or the pair relationship falling apart. I'm...
  13. A

    Pair Trading Strategy Journal

    At how many standard deviations away from the mean would you guys normally give up on a spread trade? When do you say "something's wrong, I'm bailing out"?
  14. A

    How many of the 'Market Wizards' blew up?

    No disrespect to Richard Dennis, but how can you say that was a good call when he called it 20 years too early?
  15. A

    Pair Trade Finder

    http://en.wikipedia.org/wiki/Due_diligence
  16. A

    Pair Trade Finder

    Just doing my due diligence.
  17. A

    Pair Trade Finder

    Who owns it? If it's his, how can you sell it? If it's yours, why did you buy it?
  18. A

    Has The Federal Reserve Done It's Job Well

    Try this out: http://dictionary.reference.com/ there job -> their job here from you -> hear from you
  19. A

    Why Madoff didn't tried a passive strategy, like buy-and-hold, covered-calls, etc?

    Google "ponzi". He wanted to attract investors by paying extraordinary high returns. Investing the funds was not his objective. Even if he had invested the money before the crash, he would not have been able to use this as an explanation for the losses, because the returns he had been giving...
  20. A

    Let's Trade III, by Sicktrader

    sick, I know you're just itching to bring out the *** eating monkeys. Stop toying with these laughing smileys and bring out the big guns.
Back
Top