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    Pair Trading Strategy Journal

    All depends on what you want for profits and how long you want to hold. Use a shorter time frame like 13 day means to swing trade pairs within a week or two. Use intraday spreads for quick scalps, use 200 day means to capture bigger profits, but your holding period will be longer. All carry...
  2. L

    Pair Trading Strategy Journal

    I am curious what most traders look at as far as the number of days a pair has been diverging. Are you looking for a sharp 3 day, 5 day, or 1 month separation in tight pairs or what? Also, are you looking for a pair to diverge by a certain percentage within your time frame? Thanks for any input.
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