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  1. D

    Pair Trading Strategy Journal

    Closed today at 5.6% profit.
  2. D

    Pair Trading Strategy Journal

    Nope, GE/TXT is goldmine. : ) Enjoy it.
  3. D

    Pair Trading Strategy Journal

    B GE S TXT cash neutral. Target ~6-7%
  4. D

    Pair Trading Strategy Journal

    If you wanna go Canadian, here is one tip. Sell ACO/X.TO Buy CU.TO Strong and stable holding-operating company relationship. Made money on this couple of times before.
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    Pair Trading Strategy Journal

    I do co-integration only and I don't look at Rs at all.
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    Pair Trading Strategy Journal

    Agree. It's a good pair for automated ATS.
  7. D

    Pair Trading Strategy Journal

    09-27-10
  8. D

    Pair Trading Strategy Journal

    Way to go OHTodd. Closed this trade today at 8.7%. Thanks for a good tip.
  9. D

    Pair Trading Strategy Journal

    Closed today. bmc 43.64 akam 50.1 at a nice profit: 9.4%,
  10. D

    Pair Trading Strategy Journal

    Sell CSX 60.27 Buy NSC 61.42 Target 5%
  11. D

    Pair Trading Strategy Journal

    Reversed that today at 4.3% loss.
  12. D

    Pair Trading Strategy Journal

    Haha. Dead end. There ain't no options for vxv. Let get back to stock.
  13. D

    Pair Trading Strategy Journal

    saw comments about this trade on zero hedge yesterday. http://www.zerohedge.com/article/1m-3m-volatility-term-structure-plunges-steepest-years-vixvxv I thought I would collect this with spread on options
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    Pair Trading Strategy Journal

  15. D

    Pair Trading Strategy Journal

    ADF - a test for non-stationarity. http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test
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    Pair Trading Strategy Journal

    MA was giving me couple of sell signals vs its closest peers, however lower ADFs and lower terurn potential. MSFT was giving me BUY signals vs its closest peers, however lower ADFs and lower terurn potential. MA is not too far from a tech company. Very good ADF between the two during the...
  17. D

    Pair Trading Strategy Journal

    Forgot to post this one. I initiated it 2 days ago however I still think it's gonna rally 5% from today's price levels. Enjoy. S MA 223.00 B 10x MSFT 24.15
  18. D

    Pair Trading Strategy Journal

    S bmc 43.35 B akam 45.50 I'm looking for an 8% target on this trade.
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    Pair Trading Strategy Journal

    ad
  20. D

    Pair Trading Strategy Journal

    Reverse it immediately, ADBE jumped 10% on M&A rumors. Just collected 12% on this pair. It pays to be lucky from time to time.
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