Pair Trading Strategy Journal

Here's another one I'm watching and may enter as soon as a reversion is indicated -- tomorrow? Friday?

Long BPZ
Short NBR

RSI 33 for the pair and dropping. I'm wanting it to drop to maybe 25 - 30 and then increase.
Ratio has gapped big below mean. Trend ok. No news. No earnings reports for a month or more.
Correlation 77% and increasing.

Walt B
 

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at 8:23pm EST...my indicators are showing a sell ES vs YM buy SPREAD trade now...entered it now via demo...2 contracts each...will update tomorrow...IMO
 
Quote from increasenow:

you forgot to mention...you can also trade options in pair trading rather than just the Stocks...note this...
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why take on vega risk and theta decay when it's not necessary?
 
Quote from waltbx:

Here's another one I'm watching and may enter as soon as a reversion is indicated -- tomorrow? Friday?

Long BPZ
Short NBR

RSI 33 for the pair and dropping. I'm wanting it to drop to maybe 25 - 30 and then increase.
Ratio has gapped big below mean. Trend ok. No news. No earnings reports for a month or more.
Correlation 77% and increasing.

Walt B
More...

Interesting approach. Thanks Walt!
 
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