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  1. M

    Pairs Trading Strategy Model

    So, how is it dead then? :confused: Result is all that matters, right?
  2. M

    Pairs Trading Strategy Model

    In PairsTrading you just trade pairs of something that used to behave similarly and at the moment for some reason there is a gap in them. Let’s concentrate just on stocks (though you also can trade options, futures, currencies… whatever). Even just with the stocks there could be numerous...
  3. M

    Some interesting quotes from our beloved Hillary Clinton

    LOL should we start thread about Bush's quotes ? :p
  4. M

    System longengevity? How long can a decent system last on average?

    Totally agree. Buy low sell high for one.
  5. M

    The mounting death toll in Iraq: When does the public say..."enough is enough"?

    That's why this country has Bush as a president :(
  6. M

    Bush Disapproval Rating on Iraq Exceeds 50% in Poll

    Isn’t it obvious? Bush would never admit his mistakes. He’s too proud. But if he’s gone and another politician rules, even republican, but not personally responsible for that mess (which to the whole world was obvious would happen), then you open the totally new universe of available...
  7. M

    Bush Disapproval Rating on Iraq Exceeds 50% in Poll

    ArogueTrader, although I agree with you on many points, this war is not about freedom. Do you or anybody else believe that Bush cares (just a little) about freedom in Iraq? Or that he thought there were WMD in Iraq? This war is about personal matter and about ratings. That’s why he should...
  8. M

    Bush Disapproval Rating on Iraq Exceeds 50% in Poll

    You right, " America's sharpest minds" would be very funny if it would not be so sad :( :( :(
  9. M

    Not even funny

    Bush should step down, then solutions come right after
  10. M

    ALERT! the best show on TV starts TONIGHT (10/28)!

    Actually what they said at the end of the show, that currently there are 5 different theories and all without any internal errors is pretty bad for each one of that 5. That means there could be huge finite or even infinite number of such theories, each differently explaining the universe we live...
  11. M

    Why we should bomb those evil Syrians and Iranians...

    just wandering… does it helps to trade with an attitude like this?
  12. M

    Cointegration and pairs selection

    Nobel prize itself is pretty good money, even if you share it with another guy :p
  13. M

    Cointegration and pairs selection

    Clive W J Granger got a Nobel prize for this few days ago. I think it's a great material success.
  14. M

    Let's liberate Syria

    That's why they went to Iraq and no to Iran or N.Korea. Cause they knew there is NO WMD in Iraq but there IS in the other 2.
  15. M

    What’s the big deal with that Bush-CIA scandal???

    What’s the big deal with that Bush-CIA scandal? How can it possibly hurt somebody? After Iraq nobody believes Bush’s administration anyway. By the way, you cannot say the same about previous administration. I asked all of my girlfriends and they ALL said – oral sex is not sex.
  16. M

    Cointegration and pairs selection

    Man, I have a technical question – how did you calculate Sharpe Ratio if you traded the strategy just a few months? Avg(MonthProfit)/StandardDeviation(MonthProfit) ? If so, i think in most cases it will be less then funds that calculate it by year.
  17. M

    Sell a strategy

    the trades distribution:
  18. M

    Sell a strategy

    I agree, i should have given more realistic example. But my question was not about a strategy but about the mechanics - how it (the sell) can be accomplished at all??? here is something about a strategy now It was back tested for 1998-2002 years only for S&P500 stocks. Average Profit...
  19. M

    Sell a strategy

    Bob, how many average trades per year in this strategy?
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