Pair Trading Strategy Journal

Quote from konviction:

How do i find pairs that match stocks within a certain price range?..is it possible to do this on ptf?... you can see here the stocks I selected, while all in the same sector, vary greatly in price.
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No, you will have to manually sort them in Excel b4 loading into 'Add Stock' window
 
Quote from total_keops:

Under the radar for tomorow
BND:AGG
Comments are welcome
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The ratio chart is picture perfect. Corr >90%
B.tested in PTF the pair has 90% winning trades
But...profit/trade is only 29.45 with 10k/10k
How do you make any money with a pair like that?
 
Quote from coreed:

The ratio chart is picture perfect. Corr >90%
B.tested in PTF the pair has 90% winning trades
But...profit/trade is only 29.45 with 10k/10k
How do you make any money with a pair like that?
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I had the same thought. Very little profit potential in the reversion. Also thought is that these both distribute dividends each month so Look out for ex dividend.
thought
 
Quote from klimxp:

yobo, you're trading a pair of one sector or a pair of different sectors? example: gold/gold or gold/silver too?
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I would trade two gold companies or gold against silver. But I'm not currently. The only pairs I trade now are negatively correlated pairs and going with trend. Trading spreads requires to many trades to make little profits. Favorite pair is spy and tlt.
 
New Trade: NYSE Healthcare Providers

Sold BKD @ 19.29
Bought HMA @ 7.45

Reaching Layer 2 convinced me to put on trade



Meets all the criteria for all my trades posted here.
Only neg. is spread is in middle of 50d range.
 

Attachments

Trades today:

Covered for profit:

AB - OZM pair, gain 930 USD (with 10 000 allocation per trade)

Opened new trade:

sold AMR @ 10.16
bought DAL @ 13.28

M.
 
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