Pair Trading Strategy Journal

Magnas · Aug 14, 2011

reggieb,
I am using Interactive Brokers for my trading and as datafeed. For analysis I am using just pairslog.com â is free website, perhaps still under beta development, but has all I need right now for selecting pairs, checking correlation and cointegration.
For realtime analysis of the pairs I am using simple Excel, also from pairslog, that I connect to Interactive Broker datafeed via XLQ plugin.

waditude · Aug 14, 2011

Magnas,

How many pairs does your equity curve represent?

waditude

Magnas · Aug 15, 2011

It changes through the time, but I follow about 14-17 pairs at one time. I open 5 pairs at one time maximum. I do allocate 5000 USD per one pair.

amitkumar_ny · Aug 18, 2011

I have ptf v304 but i have tried other 3 series and I am having this very serious issue and would like to know if I am alone on this. I am having wrong quotes being used to calculate std dev and mean. When you look up stock details in ptf, it has the correct closing price but the wrong price on screen and trading signal screen.

Have you ever noticed that ? Can you check ? couple I am seeing are in asian etf - fefn and adra. A lot in O&g too..This renders the software unusable for me. I tried building new db but no luck...installs and reinstalls..

PTF has the rigt quote but using the wrong number. Can't blame on yahoo for this one....

robbo · Aug 19, 2011

Amitkumar have you emailed Jared, if so what did he say on the matter.

reggieb · Aug 19, 2011

Quote from amitkumar_ny:

mmm i had an issue where i was getting quotes on the "Home" window at one price and then it seemed to change? thanks for the heads up ill check my PTF too

amitkumar_ny · Aug 19, 2011

Quote from robbo:

Amitkumar have you emailed Jared, if so what did he say on the matter.

no response...can you make a pair with fefn/adra and see if you have the problem..

reggieb · Aug 28, 2011

Ive found PTF a buggy program and worse still its using Mysql which with another program and thank god that went to a web interface had the same issues.

Maybe you say that its my pc thats the problem but this isnt computer related as ive used multiple machines all restored or new from scratch and all getting the same issues and problems with Mysql based software.

Ive installed PTF onto a cloud server and again getting some issues. This is fresh operating system thats dedicated solely for PTF running .. and yet still some glitches

Anyway .. below are some screenshots of some issues im having if anyone has had similar.

As a credit PTF is the best of the bunch so far so its a matter of working through it for me...

ERRORS ERRORS and more errors ive been through the data and eliminated zero days or some other issue but get:

YOU WILL SEE THAT THERES NOT A HUGE SHIFT IN PRICES BUT THE LINES ARE JUST GOINE BAZERK ESPECIALLY FOR SOME OF MY CORRELATION LINES

amitkumar_ny · Aug 28, 2011

Quote from reggieb:

Ive found PTF a buggy program and worse still its using Mysql which with another program and thank god that went to a web interface had the same issues.

Maybe you say that its my pc thats the problem but this isnt computer related as ive used multiple machines all restored or new from scratch and all getting the same issues and problems with Mysql based software.

Ive installed PTF onto a cloud server and again getting some issues. This is fresh operating system thats dedicated solely for PTF running .. and yet still some glitches

Anyway .. below are some screenshots of some issues im having if anyone has had similar.

As a credit PTF is the best of the bunch so far so its a matter of working through it for me...

ERRORS ERRORS and more errors ive been through the data and eliminated zero days or some other issue but get:

YOU WILL SEE THAT THERES NOT A HUGE SHIFT IN PRICES BUT THE LINES ARE JUST GOINE BAZERK ESPECIALLY FOR SOME OF MY CORRELATION LINES

what would be the benefit of installing ptf on a cloud server ?

reggieb · Aug 28, 2011

Quote from reggieb:

Many..where do i start..

I can access from any device. eg. my ipad on the road
Im not reliant on 1 pc.. i can access from any pc
i can upgrade RAM etc in minutes without having to muck around with hardware updates from my end. The current max is 24 gigs of RAM on option...

My virtual assistant can access the data and update the files

Given i can backtest a lot of symbols and this takes time (where i used to leave my home pc on subject to eg. power or internet dropouts and slowness) on a virtual desktop, the system runs 24/7 and therefore i can get through some backtesting and im not turning off and on so i have the signals page streaming in on more reliable internet (i travel and my house has really poor internet connect that drops out)
I live in an area that has typhoons, high threat of robbery of the house or on the street, brownouts at times and power outages so i can go to eg. the shopping centre which has generator working to work and hook in to Wifi through a laptop or ipad.

The data is more secure on a US Virtual system than my home pc which could get stolen or be destroyed by fire.

I keep another separate backup so it provides another form of file backup for my own files and folders.

I can upgrade disk space and other items without any major hardware updates

....and more... yes, its a cost per month but having ipad access is really cool. If one is serious about trading .. then the cost of $30 per month is negligible - I could lose my device to one thing or another but i couldnt bear to lose the PTF thats taken a while to put together and sort through properly