Pair Trading with...

G

GreenDog

Spiders and Diamonds??

Anyone trading SPY and DIA pair on an "intraday" basis??

Just pulled up some quick charts and at least for the lsat several days, it looks like they converge and diverge fairly regularly (albeit not by much).

Thanks,

GreenDog

(not an alias)
 
I trade equity pairs frequently with good success. Do you feel using SPY and DIA is a bad pair??

Please expand if you have a chance.

Thanks.
 
Originally posted by GreenDog
I trade equity pairs frequently with good success. Do you feel using SPY and DIA is a bad pair??

Please expand if you have a chance.

Thanks.
More...

If your transaction costs are low enough, yes; however the futures are cheaper, executions better without the games.
 
There are no games in the SPY and there is more granularity (how's that for a 50 cent word) than the futures.

They track the futures almost to the penny.
 
Originally posted by stock777
There are no games in the SPY and there is more granularity (how's that for a 50 cent word) than the futures.

They track the futures almost to the penny.
More...

But can you say that about the DIA, or the QQQ for that matter.

Please define your use of "granularity", too late for a dictionary...
 
Originally posted by metooxx
Please define your use of "granularity", too late for a dictionary...
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what a great word. in this context it can be defined as:

[jargon, parallel] The size of the units of code under consideration in some context. The term generally refers to the level of detail at which code is considered, e.g. "You can specify the granularity for this profiling tool".

The most common computing use is in parallelism where "fine grain parallelism" means individual tasks are relatively small in terms of code size and execution time, "coarse grain" is the opposite.

brought to you by the wonderful folks at The Free On-line Dictionary of Computing.
 
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