Pair Trading Strategy Journal

Quote from reggieb:

Hey mate...

Is that with IQ data or Yahoo?


I was having some issues with PTF eg.

1. crashing
2. slow backtesting
3. zero data...

gave the iq feed a try.. albeit its a cost but i noticed...

1. less crashing (none so far in last few days) :)
2. faster backtesting of the data
3. no buggy data...

It just feels a whole lot better .. I think the Yahoo data is prone to a lot of errors which .. it did take some time desciding to make the shift but i will see how the trial goes but at the end of the day its like a race car running on a bald set of tyres .. free yahoo data one day will pop the wrong way and the cost of the IQ data will seem to have paid for itself.
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Second that.
 

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Quote from DBS67:

Second that.
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Better example.

TVE/DTE not cointegrated under Yahoo:

IQ%252520TVE%252520DTE.jpg


Yet cointegrated under IQ:

YAHOO%252520TVE%252520DTE.jpg
 
Quote from sneakoner:

Great thread, i'm up to page 300ish


One question, am i stupid or is Pair Trading by Ganapathy Vidyamurthy hard to understand?


http://www.amazon.com/Pairs-Trading...0672/ref=sr_1_1?ie=UTF8&qid=1322615068&sr=8-1
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Certainly no more than me. I just didn't had the brains for that. Chan book is too basic and he completely evades crucial lag factor calculations. I think it is critical to understand the fundamentals if you don't want to get burned though.....
 
Quote from CA04:

Arb-Maker looks like pretty cool software...

How are you liking it?

Would you say it is better than PairTradeFinder?
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No conflict of interest in either Yahoo or IQ but one with the software - got a financial interest.
 
Quote from DBS67:

No conflict of interest in either Yahoo or IQ but one with the software - got a financial interest.
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I appreciate you not blatantly promoting your product but I am somewhat interested in it or maybe intrigued by what it offers over PTF. What would be one thing other than more accurate that you would qualify as significant advantage over PTF. Significant enough to justify significantly higher price than PTF.
 
Is anybody else having trouble adding pairs to the Home tab? When I highlight 5 pairs and add them, sometimes only 3 of them will be added. Other times I won't be able to add individual pairs either.
 
Quote from amitkumar_ny:

I appreciate you not blatantly promoting your product but I am somewhat interested in it or maybe intrigued by what it offers over PTF. What would be one thing other than more accurate that you would qualify as significant advantage over PTF. Significant enough to justify significantly higher price than PTF.
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a comparison between both will be good indeed.

does anyone have experience with both to share?
 
Quote from zhaoyun:

a comparison between both will be good indeed.

does anyone have experience with both to share?
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pairtrade finder has been a bit buggy for me

i find i can get the same with pairslog

is anybody else having trouble with pairtrade finder (adding pairs to the home tab specifically)?
 
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