Software to help in pairs trading

N

NKNY

I have been searching around for software that could help one pair trade or spread trade. something that could plot the spread as well as the pairs themselves.

I myself have found this website.

http://www.angelfire.com/electronic/vtrade/index.html

BTW go to the strategies area


I actually ordered the program but have yet to receive it or even an acknowledgement of some kind. I have emailed twice but still no answer:confused:

It seemed like a tool I would like to experiment with. Anyone else know of other programs that are for this type of trading.


Nick
 
Still not peep from this outfit.... Either on vacation or dead:D

Oh well my search continues for something that could chart the spread intraday between the es and nq. I tried a demo of neotick, very counterintuitive. I may try realtick next...

Any suggestions for a good intraday spread trading software

Nick
 
Quote from ArchAngel:

You can do it with the current Qcharts - just enter a formula like ES03Z-NQ03Z as the symbol
More...

Hi Archangel ...you got me excited.... When you say enter a formula you mean just type in both symbols...?


nick:)
 
Prophet also has a spread feature but takes the two symbols as absolute values. I belive QCharts does that.

It would be great if there was something where you could use a multiplier with one or both of the symbols for adjusting for price parity or Betas.

Both neoticker and tradingsolutions have the capability if one just had the patience to implement it.
 
Quote from Lovelitera:

It would be great if there was something where you could use a multiplier with one or both of the symbols for adjusting for price parity or Betas.
More...

QCharts will let you create almost any ratio or adjustment that you'd like.

Type in your formula as you need to see it, paying special attention to leaving one space after any operand.

e.g. ((3* NQ03Z) / (2* ES03Z)) /5

In versions 4.3 and above, you can plot a chart of any spread in a timeframe of multiple minutes and get OHLC data for it. (I haven't checked the accuracy, but I'm assuming that it's built from the underlying 1 minute data, so, I suspect that each ticker will not have peaked or trough'ed at the same exact time. It'll give you a good ballpark estimate though.)
 
Quote from zentrader:

try it with a space between the minus sign: es03z - nq03z should work
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This worked... thanks zentrader....


Also thanks to evryone else for the help. I now don't need to switch programs. I put up a chart of the es nq spread and it looks like nq getting a little ahead of it's self. I came in this morning long es short nq from last night ang just added to it ....-down $700 now and looking for convergence soon...

Anyway thanks again for all the help....


Nick
 
Quote from NKNY:

I have been searching around for software that could help one pair trade or spread trade. something that could plot the spread as well as the pairs themselves.

I myself have found this website.

http://www.angelfire.com/electronic/vtrade/index.html

BTW go to the strategies area


I actually ordered the program but have yet to receive it or even an acknowledgement of some kind. I have emailed twice but still no answer:confused:

It seemed like a tool I would like to experiment with. Anyone else know of other programs that are for this type of trading.


Nick
More...

You may want to take a look at http://www.pairtrading.com/index.php
 
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