If it really had, he could have started a serious 1B hedge fund already rather then spamming over e-mails like "how to create an iPhone application and become a millionaire".
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Pair Trading Strategy Journal
- Thread starter jonnysharp
- Start date
If it really had, he could have started a serious 1B hedge fund already rather then spamming over e-mails like "how to create an iPhone application and become a millionaire".
Quote from RogerWilco:
If it really had, he could have started a serious 1B hedge fund already rather then spamming over e-mails like "how to create an iPhone application and become a millionaire".
How many traders would pay $9.99 for a pairs trading APPS? It needs a serious 100K purchases to make a mil. Is trading related Apps a viable biz?
Quote from virtualmoney:
How many traders would pay $9.99 for a pairs trading APPS? It needs a serious 100K purchases to make a mil. Is trading related Apps a viable biz?
He asks $500 for PTF or his robot, hence, he needs just 2000 purchases to make a mil. But youe can make much more (and much quicker) on prop. trading once you have a profitable strategy.
Quote from Steven.Davis:
Here are the services that I have seen listed in this thread:
Free:
http://www.catalystcorner.com/index.php?m=pair_tool
http://market-topology.com/
http://www.impactopia.com/
http://www.sectorspdr.com/correlation/
And my own http://toolkit.entonesoftware.com/Correlation/CorrOvODisplay.aspx
Not free:
http://www.pairtradefinder.com/
http://www.spreadprofessor.com/ (?)
http://www.csidata.com/ (In Windows App, no longer work there)
I don't know that any of these do cointegration, proper. I have been working on adding it to my tool.
Steve nice tool website... Curious why you cant plot pairs shorter then 5 years. I'd love to look at one year and two year charts as welll...
Nick
this is one of the best read on ET and it would not be possible without the generous contribution of many vet pair traders
one question about PTF: do they offer intraday backtesting (on ETF and equity pairs)? Even if they do i assume its based on an external data feed right since the swing pairs were done based on closing prices (i read this somewhere in the post) which is free.
For now i have no problem constructing a excel sheet to monitor and execute pairs, but it will take a while before i can find a way to backtest intraday pairs efficiently myself. Since PTF offers a very fair price i'd like to use their service for now, provided they have this service. If anyone know about this, or already day trading pairs with PTF, it would be great if you can share some of your experience with this strategy.
I apologize if this question has already been asked/answered. I'm only about 1/4 through reading this thread but could not wait to hear the answer... thanks in advance for any help
one question about PTF: do they offer intraday backtesting (on ETF and equity pairs)? Even if they do i assume its based on an external data feed right since the swing pairs were done based on closing prices (i read this somewhere in the post) which is free.
For now i have no problem constructing a excel sheet to monitor and execute pairs, but it will take a while before i can find a way to backtest intraday pairs efficiently myself. Since PTF offers a very fair price i'd like to use their service for now, provided they have this service. If anyone know about this, or already day trading pairs with PTF, it would be great if you can share some of your experience with this strategy.
I apologize if this question has already been asked/answered. I'm only about 1/4 through reading this thread but could not wait to hear the answer... thanks in advance for any help
Quote from ar1zona:
this is one of the best read on ET and it would not be possible without the generous contribution of many vet pair traders
one question about PTF: do they offer intraday backtesting (on ETF and equity pairs)? Even if they do i assume its based on an external data feed right since the swing pairs were done based on closing prices (i read this somewhere in the post) which is free.
For now i have no problem constructing a excel sheet to monitor and execute pairs, but it will take a while before i can find a way to backtest intraday pairs efficiently myself. Since PTF offers a very fair price i'd like to use their service for now, provided they have this service. If anyone know about this, or already day trading pairs with PTF, it would be great if you can share some of your experience with this strategy.
I apologize if this question has already been asked/answered. I'm only about 1/4 through reading this thread but could not wait to hear the answer... thanks in advance for any help
No, ptf can only do end of day backtesting... I agree this was a great thread... It's a pitty people have stopped posting...
Nick
Quote from NKNY:
No, ptf can only do end of day backtesting... I agree this was a great thread... It's a pitty people have stopped posting...
Nick
ya somehow the post suddenly dead for no reason... even though everyone's still pair trading
thanks for your reply, btw, do you know any other software/website/service that test intraday pairs?
Quote from ar1zona:
ya somehow the post suddenly dead for no reason... even though everyone's still pair trading
thanks for your reply, btw, do you know any other software/website/service that test intraday pairs?
ar1zona, do you need to identify pairs which converge/diverge within one day? If you're talking about regular Z distances (2.0 to track converging, <1.0 to track diverging) - there won't be much pairs like that for sure.
But if you intend to maximize your profits by checking divergence intraday - then you could put an Excel spreadsheet together which will be doing that.
However, I would advice to use it more for paper testing rather then for backtesting, otherwise it will take ages (i.e. approximately 400 times slower on a 1 min data) to back test a single pair.