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Pair Trading Strategy Journal
- Thread starter jonnysharp
- Start date
Quote from mike4628:
6.5K
Long SPG @ 83.15
Short EXR @ 13.25 [/B]
Is this news responsible for the divergence?
Hi Myosinv
I just trust this divergence because as far as 3 years cointegation between these two socks is almost perfect . I think we need more than that to Break the pattern .
http://bigcharts.marketwatch.com/interchart/interchart.asp?symb=:exr&time=&freq=
Sorry for my english (I am a french canadian boy )
Mike
I just trust this divergence because as far as 3 years cointegation between these two socks is almost perfect . I think we need more than that to Break the pattern .
http://bigcharts.marketwatch.com/interchart/interchart.asp?symb=:exr&time=&freq=
Sorry for my english (I am a french canadian boy )
Mike
Hello,
two traders on Friday:
Opened new pair:
Bought KIM @ 15.65
Sold WRI @ 23.20
Closed
ACE-CB for gain 1,95%
Some stats - first trade opened 5.March 2010
So far 28 trades opened, 19 closed. Win ratio 78.95%, RRR 1:1.4
Average profit 434.20 USD per trade.
Realized profit so far: 4985 USD - cca 5% on my paper capital. Not bad after about 1 month of learning. Commission would be about 140 USD.
All trades are real-time put into my broker paper account.
I am including all my trades from my journal (Exit/Entries etc).
Comments on selected pairs etc. are welcomed.
M.
two traders on Friday:
Opened new pair:
Bought KIM @ 15.65
Sold WRI @ 23.20
Closed
ACE-CB for gain 1,95%
Some stats - first trade opened 5.March 2010
So far 28 trades opened, 19 closed. Win ratio 78.95%, RRR 1:1.4
Average profit 434.20 USD per trade.
Realized profit so far: 4985 USD - cca 5% on my paper capital. Not bad after about 1 month of learning. Commission would be about 140 USD.
All trades are real-time put into my broker paper account.
I am including all my trades from my journal (Exit/Entries etc).
Comments on selected pairs etc. are welcomed.
M.
Attachments
Awesome info in this thread... I have a couple pairs that seem to make sense to me. I read through the entire thread all million pages! lol.
Anyway I'm just starting out in learning about pairs trading and am interested in your thoughts on these pairs...
SBUX-GMCR (Coffee)
V-AXP (Financial)
RL-PVH (Retail Apparel)
AMTD-MS (Brokers/Financial)
GXDX-SIRO (Medical)
Thanks for all the great info in this thread! Look forward to hearing your replies.
Anyway I'm just starting out in learning about pairs trading and am interested in your thoughts on these pairs...
SBUX-GMCR (Coffee)
V-AXP (Financial)
RL-PVH (Retail Apparel)
AMTD-MS (Brokers/Financial)
GXDX-SIRO (Medical)
Thanks for all the great info in this thread! Look forward to hearing your replies.