Pair Trading Strategy Journal
- Thread starter jonnysharp
- Start date
OIH is dramatically oversold at the moment, popping up on my radar everywhere as a buy, probably due to the gulf oil spill, fading these types of situations usually pays off in the long run.
My favourite right now, currently 2.95 standard deviations and 13.71% below its mean, huge divergence;
Long OIH @ 89.48
Short XOP @ 39.43
My favourite right now, currently 2.95 standard deviations and 13.71% below its mean, huge divergence;
Long OIH @ 89.48
Short XOP @ 39.43
IB recently sent a notice saying that stock vs stock combo orders will not be guaranteed. Other types of combos are still guaranteed, e.g., stock vs option, but not stock vs stock.
I'm guessing that IB got burned during the recent flash crash and has decided not to guarantee stk vs stk combos anymore.
In that same notice it said that you could still place such combo orders but they would not be guaranteed.
Today I noticed that my combo orders were not actually placed. That is, they did not show up in my pending tab.
I called IB and they said they have decided not to support stk vs stk combo orders at all and my orders had all been cancelled.
I'm wondering if I got the right answer from IB. Can anyone else confirm this new IB policy?
Don
I'm guessing that IB got burned during the recent flash crash and has decided not to guarantee stk vs stk combos anymore.
In that same notice it said that you could still place such combo orders but they would not be guaranteed.
Today I noticed that my combo orders were not actually placed. That is, they did not show up in my pending tab.
I called IB and they said they have decided not to support stk vs stk combo orders at all and my orders had all been cancelled.
I'm wondering if I got the right answer from IB. Can anyone else confirm this new IB policy?
Don
hey Johnny it's nice to hear from you again. After reading through ever pahge on this thread you kinda have almost like a cult following
I'm using the old settings you used to use 20/12/12/12 and wondering if you have tweeked those at all? I've been using those settings and well, been more or less treading water with them. Anyways hope all is well. Thanks for all you input on this site.
to those of you using pairtradefinder.com i could use a little help. my computer runs fine until i open ptf, at that point cpu usage hovers between 90 and 100%. i am running vista, have updated to newest ptf version. have any of you come across this or have any suggestions. my computer has just shy of 3 gb of ram, i was thinking i might need to bump that up.
thanks for any help.
thanks for any help.
Check out this pair, I think it looks really good.
http://seekingalpha.com/instablog/5...9576-pair-trade-of-the-day-long-bbl-short-bhp
http://seekingalpha.com/instablog/5...9576-pair-trade-of-the-day-long-bbl-short-bhp
For those of you who have pairstraded for some years, what type of returns have you achieved and how have these returns varied year-by-year?
I am considering getting into this game. No, I have not read all 300+ pages of this journal, but I certainly will if the light at the end of the tunnel is bright enough. If one is intelligent, uses proper money management, and does one's homework, what may he expect?
Thank you.
I am considering getting into this game. No, I have not read all 300+ pages of this journal, but I certainly will if the light at the end of the tunnel is bright enough. If one is intelligent, uses proper money management, and does one's homework, what may he expect?
Thank you.