Finding spread trading opportunities

Your list represents three basic styles of spread trading. The first website provides ratio charts which lends itself to relative strength (trend) spread trading. The second website uses seasonal history as the premise for the trade. And the third site is pair trading based on mean reversion. Well done and thanks!
 
I do Futures spread trades, I use to use Barchart.com, their data goes back years, so I would copy whatever I was thinking of putting on and stick into "paint" so I needed so many profitable direction in so many years, but then use different system to generate a signals. Seasonals work on markets that are grown/raised, whereas markets of metals, Indexes, Financials, currencies move cause of Fundamentals or government, so they have less so of repeating patterns that I know, I could be wrong, but find it easier to stay with grown/raised. I now have it automated so I don't manually study past histories, but I did that for several months.
 
I wrote a program that creates daily or weekly price ratio spreads for stocks and etfs.
I can do a runs for stock sectors, commodity etfs/stocks, and other groupings.
This falls under getting and organizing data. Trend or mean reversion traits can be seen on these charts. Tedious and way to much for this hobbyist investor/trader to manage. I focus
on about 50 etf spreads of basic assets ....stock indexes, commodities, bonds, currencies.
So, what do these fee based sevices really provide? Backtesting and signalling?
 
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Handle123 said:
I do Futures spread trades, I use to use Barchart.com, their data goes back years, so I would copy whatever I was thinking of putting on and stick into "paint" so I needed so many profitable direction in so many years, but then use different system to generate a signals. Seasonals work on markets that are grown/raised, whereas markets of metals, Indexes, Financials, currencies move cause of Fundamentals or government, so they have less so of repeating patterns that I know, I could be wrong, but find it easier to stay with grown/raised. I now have it automated so I don't manually study past histories, but I did that for several months.
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you are wrong. There are certainly seasonal patterns in financials and currencies. Fiscal years differing around the globe being one catalyst for seasonal patterns. GL
 
londonkid said:
you are wrong. There are certainly seasonal patterns in financials and currencies. Fiscal years differing around the globe being one catalyst for seasonal patterns. GL
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If you have studies or code you'd like to share please do. I'll do some checking myself.
 
Intuitively it seems if "it grows" (or is highly cyclical such as energy), that spreads would be far more reliable, but I haven't done enough research to say that is actually the case.
 
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