Pair Trading Strategy Journal

Quote from jonnysharp:

Sometimes he will do a mailout, however he mostly posts in the pair trading forum when new releases come out, so i just check in there, the latest version is actually 2.97 which is a pretty good improvement from them, being able to import futures, options, fx and backtest 10yrs and customize signal settings for each group.
More...

hey jonnysharp quick question with all of these backtests done do they account for splits and dividends. if not those backtests can be very misleading. thanks
 
Due to overwhelming demand and requests for a real time pair trading signal service, 6 months ago we starting developing Pair Trading Signals, the only pair trading signal service on the web. We have proprietary software that is housed on our dedicated server with direct connections to the NYSE and NASDAQ. Our software spots inefficiencies between two highly correlated stocks then sends the entry and exit signals to our twitter channel from which you can access via RSS feed, your email inbox or have the signals sent to your mobile phone. There is also a members log on area.
 
Quote from fredman007:

hello, i am new to pairtrading.

2 short questions

which etf are you trading? and you trade only etfs or the holdings of the etf with the etf ?

thanks
More...

I trade mostly the liquid stuff, ETFs like XLE, SPY, EWJ, etc......and pair trade ETF vs ETF, I don't pair trade the holdings against the ETF.
 
Hi jonny,

Do you trade ETFs in identical fashion to stocks with respect to entries and exits .. etc.
And are you currently used a time-based stop on both?

sleepy :
 
Hi Jonny,

Do u take signal and trade on a pair consistently or just just whatever signals from other pair that comes from the scan (just require the backtest to satisfy your criteria)

What the use of taking small position trade? This does not seems to allow your equity to reaching new level from existing drawdown compared to taking 1 substantial trade position. All the small position different pairs might turn out to be loser altogether and this would lead to a drawdown and even wipe the account. Whats your opinions?
 
You must log in or register to reply here.
Back
Top