Tools for pairs trading & arbitrage

Quote from jonnysharp:

considering i posted my trades in real time on my journal here for close to a year and returned 110% I would say it does work, I and many others I know continue to use it everyday. maybe it didn't work for you and that doesn't mean it won't work for others.

yeah if your using vista or win 7 you need SQL 2008, this is the correct link i used when i upgraded http://www.microsoft.com/downloads/...e6-2f63-4291-bcad-fd500f6027ff&displaylang=en
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I would enjoy reading the thread, could you post a link?
 
Quote from osho67:

Is it possible someone can give me an example -past or present- on pairs trading in futures?
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Here's what I am tracking:

Download the DOW & S&P daily close data from Yahoo Finance into Excel.

Multiply the futures tick value to come up with the futures notational value (YM = $5, ES = $50).

Subtract the YM notational value from ES notational value.

Create a chart based on the sum.

You should be able to see a range as to when to short YM and long ES on a 1:1 basis.
 
Quote from LCFXTRADER:

Here's what I am tracking:

Download the DOW & S&P daily close data from Yahoo Finance into Excel.

Multiply the futures tick value to come up with the futures notational value (YM = $5, ES = $50).

Subtract the YM notational value from ES notational value.

Create a chart based on the sum.

You should be able to see a range as to when to short YM and long ES on a 1:1 basis.
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Thanks for your comments. Can I use Pairstrader finder software to achieve this easily. ?Thanks
 
Quote from osho67:

Thanks for your comments. Can I use Pairstrader finder software to achieve this easily. ?Thanks
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They don't state it on their website, but you can import futures into the software, just need a real time subscription from IQfeed then you can import any futures you like, I do it myself and find some pretty interesting trades. Just email them, they always answer pretty quick.
 
Quote from jonnysharp:

They don't state it on their website, but you can import futures into the software, just need a real time subscription from IQfeed then you can import any futures you like, I do it myself and find some pretty interesting trades. Just email them, they always answer pretty quick.
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Yes I agree their response is very fast. I read on their website that they allow data from IB . I have an a/c with IB and I will check with them again. IQ feed costs $55 per month .

Thanks
 
Quote from osho67:

Thanks for your comments. Can I use Pairstrader finder software to achieve this easily. ?Thanks
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Never used their software. There is a good divergence system on Factory Forex that trades the EUR/USD vs USD/CHF.
 
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