Pair Trading Strategy Journal

[bentedges]

Quote from total_keops:

Could not resist. OUT PFE:NVS

Nice trade.

 

[saico]

Quote from NKNY:

Hi saico, if your trying to move a database to another pc, the way I did was to backup the database to my memory stick using management studio. Just click databases, right click on pairtradefinder or what ever you named it, and tasks, backup. It will ask you where at the bottom, just tell it where.

But then on the new machine, I couldn't install it because the database was already there after installing ptf and I was getting an error message that the database im trying to restore is a different one.

PTF told me to delete it so I did and then highlight databases, right click, tasks and restore.

It should restore the database from the other pc to your new one... It worked for me.

Nick

I tried this way too couple weeks ago and it failed. Even the PTF guys couldnt fix my problem. Yesterday I was trying maniacs advice and it worked. Actually pretty easy but obviously not easy enough for me, lol.

Neverthless thanks for your help. I very appreciate that!

saico

 

[maniac8480]

Quote from saico:

I tried this way too couple weeks ago and it failed. Even the PTF guys couldnt fix my problem. Yesterday I was trying maniacs advice and it worked. Actually pretty easy but obviously not easy enough for me, lol.

Neverthless thanks for your help. I very appreciate that!

saico

Took a few days for me before I could call it easy, figuring out was anything but. Very frustrating. Probably wasted 50 hours building, copying and backtesting databases.

 

[jonnysharp]

Long AXS @ 28.23
Short PRE @ 69.02

 

[Don87109]

Quote from jonnysharp:

Long AXS @ 28.23
Short PRE @ 69.02

Jonny, my tools say that these two stocks have poor correlation. Do your tools say the same?

Don

 

[total_keops]

I am very consistent at taking profits too early.
Out HON:NOC

 

[colonelangus]

Quote from total_keops:

I am very consistent at taking profits too early.
Out HON:NOC

Much better than taking losses too late

 

[colonelangus]

Quote from bentedges:

Besides putting on Total Keops short HON/NOC idea this morning, here are a few more that I put on for a trade:

Long UTX, short MMM

Long ORCL, short CSCO

Long NVLS, short KLAC

Long DE, short CAT

great soothsayer of trading the pair, you couldn't have done any better, 5 for 5!!

may you continue to extract loot from the old in-out, in-out of the pair's differentials.

good job. and thanks, as i used a couple

 

[tradingtrading]

WHR/MAS

Let's keep swapping ideas here...

 

[academic]

I'm new to this thread and I would like to ask a question:

For how long do you normally want two stocks to be correlated before you consider pair trading them? (6 months? 1 year? longer?)

Thanks, its a great thread!