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Pair Trading Strategy Journal
- Thread starter jonnysharp
- Start date
There are lots of posts about pairs on the TS forum. Scuba Steve is a frequent poster. He and geoMean have an ELD system posted there as a starting point.
Quote from brfish:
Anyone tried charting the spread with bars/candlesticks so utilize the OHLC values as well? I use tradestation fyi so probably need to program something custom.
a new trade at the open
B/ EWU @17.04
S/ EWG @24,10
i try to get 4% out of the trade
B/ EWU @17.04
S/ EWG @24,10
i try to get 4% out of the trade
Quote from TRADER PA:
How do you think about these Pairs.
Long GLD Short SLV return 7.80% expected
http://www.catalystcorner.com/index.../2010&dateto=10/19/2010&capital_employed=2000
Long TZA Short FAZ ( different sector) return 20.50% expected
http://www.catalystcorner.com/index.../2010&dateto=10/21/2010&capital_employed=2000
Charts are self updating may not look the same tomorrow.
PA
GLD/SLV is in a strong trend. I wouldnt trade that pair at all at this scenario.
Here is a chart of this:
http://www.sectorspdr.com/eqsnaps/?do=charting&symbol=all&tList=MET&startPeriod=Last+52+Weeks
When did you enter (i.e. how long did you hold) this?
http://www.sectorspdr.com/eqsnaps/?do=charting&symbol=all&tList=MET&startPeriod=Last+52+Weeks
When did you enter (i.e. how long did you hold) this?
Quote from dukatu1:
Way to go OHTodd.
Closed this trade today at 8.7%.
Thanks for a good tip.
looks like a "moneymachine" pair
B BHP @82,84 (close yesterday)
S BBL @71,08
B BHP @82,84 (close yesterday)
S BBL @71,08
Quote from BrooksRimes:
Here is a chart of this:
http://www.sectorspdr.com/eqsnaps/?do=charting&symbol=all&tList=MET&startPeriod=Last+52+Weeks
When did you enter (i.e. how long did you hold) this?
09-27-10