Pair Trading Strategy Journal

Sold SAP @ 43.48(-.82%)
Covered SRX @ 18.79(-3.19%)

6 trades posted to forum

3 wins
3 losses

Going through soft patch right now. Both UK/US markets.
How is everybody else doing?
 
Quote from konviction:

What software is the OP, and eveyone else using to find these pairs, and give signals?...Anyone use pairtradefinder.com ?

thanks!
kon
More...

I am using PTF. I think most of the people on this forum use it.
 
Quote from konviction:

What software is the OP, and eveyone else using to find these pairs, and give signals?...Anyone use pairtradefinder.com ?

thanks!
kon
More...
I have my own home made tools. C++ and Matlab.
 
Quote from saico:

I use PTF only to scan for pair combinations. For signals I use the ToS software.
More...
salco, how have you setup tos to trigger signals? I also use tos and would like to know how to do this. Thanks.
 
Covered BMY @ 24.53 (1.64%)
Sold WX @ 15.83 (3.74%)

7 trades posted to forum:

4 wins
3 losses

New Trade: NYSE Oilservices

Sold BJS @ 21.67
Bought CGV @ 23.58

What I like about trade:

Ratio non-trending
Corr chart is high(89%) and trending upwards.
% -> Mean fairly close to near term historical levels

What I don't:
Short pair - would like to see spread at/near 50 day high
Would prefer % -> Mean to be at extreme.

Other traders:

What indicators do you use?
What reading do you need to see to validate those indicators
How do you prioritise those indicators?
 

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