Pair Trading Strategy Journal

Exited 2 trades today:

Sold ACC @ 27.32 (+.77%)
Covered NHP @ 36.37 (-4.42%)

Sold NX @ 16.54 (+3.12%)
Covered WY @ 44.81 (-.72%)

21 Trades posted to forum:

15 wins
6 losses
 
Closed 4 pairs for profit:
(all profits based on 10 000 investment, paper trading, no commision)

AFG-ALL for profit 299 USD
BR-LPS for profit 281 USD
BMY-WX for profit 558 USD
CS-NBG for profit 713 USD

Total statistics:

12 pairs opened
8 closed for profit
0 closed for loss

4 remain opened (2 due that I missed valid entry signal)

M.
 
Opened 4 new pairs today:

Sold BHP @ 78.96
Bought BTU @ 44.48

Bought EXC @ 43.35
Sold VVC @ 24.14

Sold HD @ 32.91
Bought LOW @ 24.54

Sold GPN @ 45.53
Bought LPS @ 39.01

M.
 
Question to all pairs traders,

How do you take into accoutn dividend days? Do you primarily just stay out of these stocks a few days prior to and a few days after the dividend days?

Thanks!

Is this information on Yahoo Finance?
 
Quote from Darshan:

Question to all pairs traders,

How do you take into accoutn dividend days? Do you primarily just stay out of these stocks a few days prior to and a few days after the dividend days?

Thanks!

Is this information on Yahoo Finance?
More...


Long stock - I disregard ex-div dates.
If I am short the stock and it goes ex div wthin my max trade length(15 days) I look at what the payout/share is. If it is significant I will probably pass on the trade.

Best source of ex div dates is earnings.com
 
Quote from jonnysharp:

thanks, actually at first my pairs were categorized by sector, now Ive arranged my watchlists by industry,
More...

Might be a silly question, but what is the difference between industry and sector?
 
I've been dabbling with the pair trader software for a few days. Today is my first day live and I have no idea when I have a trade signal:) I'm hearing the audio tones go of but when I look at the console it just has the stocks it's watching and the stocks that are currently in the trade, I have no idea which is the most recent alert.

Any help would be appreciated...

Thanks!
 
Quote from Darshan:

I've been dabbling with the pair trader software for a few days. Today is my first day live and I have no idea when I have a trade signal:) I'm hearing the audio tones go of but when I look at the console it just has the stocks it's watching and the stocks that are currently in the trade, I have no idea which is the most recent alert.

Any help would be appreciated...

Thanks!
More...

click the "triggers" button
 
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