Can anyone recommend a pairs trading book ?

For the most part Al your info is useful but you are pushing this website as if you have some affiliation with it or something. What gives?
 
Quote from Carlos11:

For the most part Al your info is useful but you are pushing this website as if you have some affiliation with it or something. What gives?
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Carlos11,

I am only affiliated with Pairstrading.com as a client.
The reason I refer to the site is because I believe it is a good resource for anyone who is interested in pairs trading. When I started looking for resources related to pairs trading in September of 2002, all I could find were some scattered articles on stat arb and correlation analysis and two sites dedicated to market neutral strategies: Impactopia.com and Pairstrading.com.
I found Impactopia to be interesting but Pairstrading.com provided me with what I was looking for i.e. the recipe on how to create a system. Now, as traders interest in arbitrage is growing, you see more resources become available. I think this is going to continue until we see a major bull market develop again.

Al
 
Quote from NYSE Trader:

If you are really serious about pair trading find an experienced prop trading office that specializes in pair trading. I learned as much as I could from others in the office I was with, then used what works for me.
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Wasn't their a group of Bright traders that charged for a intensive week long "pairs training" session, DOn always talked about them like they were the "guru's" of pairs trading, I think they operated out of the Vancouver office (although I've heard that this office is not really <in> Vancouver)...anyway do you know anything about those training sessions ..I think I remember you saying you once worked for Bright.

J-
 
Met the Vancover guys at Brights Technology thing last week. They are the real deal. Knowledgable and they were trading pairs there while we there.

They seemed to know excel inside and out as you would expect. Infact when I first looked at one of their setups it was coded up with so much color and graphs I didn't even recogonize that the program was excel until I saw the worksheet tabs at the bottom.

:cool:
 
Thanks .....we have a trader in my firm who wants to get some good mentoring on "Pairs trading". I mentioned I'd try to see if this group was still around ( I remember Don talking about these guys when I attended his week long training in Vegas)......so I'm glad to get that feedback from you, where did you see them at the NY Expo show or was this a Bright exhibition or seminar?

Thanks again for the update.

J-
 
I tried to respond to your PM but it said your mailbox is full, so thank you again for the information. I'll get it to the trader here who wanted it, were heading to the Expo too, (I just found out) so I'll look for them their.

J-
 
Quote from Carlos11:

big_jdez

Did you find "The Complete Arbitrage Deskbook" to be useful?
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Just picked it up at Borders and took some notes. A little over my head but useful info.

He uses spread ratio analysis and normalizes it using a moving average. Take a look at it.
 
I found that book to be more academic than anything else...much more can be learned from individuals/mentors who have been through the fire of real trading.
 
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