Pair Trading Strategy Journal

[jonnysharp]

Im not sure, you will have to email them.

 

[dev2606]

Can u tell me in this sheet how they hv found This ratio?

 

[total_keops]

Quote from dev2606:

Can u tell me in this sheet how they hv found This ratio?

What are the two stocks?

 

[dev2606]

Stock are NTPC and Powergrid.
Data sheet is attached in previous MSG

 

[dev2606]

Mr jonny
can u give me clarification about ratio found in pair trade finder. u will hc sheet as follow,
go in "back tester" then select pair-- then click on active option "View data".
then u will hv data sheet in which there is a column of Ratio. plz tel me how they found that ratio.
i am doing Project on pair trading so i need clarification badly.
also i am attaching one sheet here it self.

so plz try to solve my problem i am thank full 2 .

 

[jonnysharp]

dev, let me say this again, im not sure, you will have to email them.

 

[jeffbrewer]

do you have spreadsheet with your trades
showing the performance since inception?

be nice to have.. thanx bro

 

[jonnysharp]

Exited 3 trades;

Sold CTX @ 6.89
Covered KBH @ 10.17

Sold ABG @ 2.82
Covered GPI @ 10.63

Sold PQ @ 2.45
Covered ROSE @ 4.51

 

[saico]

Busy week so far in pairs. Exited the MTH-TOL trade with both legs in profit.

Sold TOL @ 16.45
Covered MTH @ 10.84

 

[total_keops]

All red on my side (3 opened), lol.