My Pair Trading Journal

[GuluGulu]

JustBankNifty is a blogspot providing pairtrading advice. They are claiming that within the past 9 months they have given 91 pairtrade advice , out of which 85 were winners and 6 losers, averaging around 4k per trade, which works out to around 360000 Rs profit on 2 lots in 9 months.

Is this really possible ?

Yes it is quite possible.

 

[TRADERB]

Hi GG,

Is the Fedbank Indusindbk trade still on ?. Do you see a fall back in indusindbk ?

Binil

 

[GuluGulu]

Hi GG,

Is the Fedbank Indusindbk trade still on ?. Do you see a fall back in indusindbk ?

Binil

Hi Binil,

Yes it is still ON, doing some jobbing in between and some Options play to reduce the M2M loss to around 40%.

In my view, we are heading for a greater fall on the whole for next 2-3 months; till august, with some pullbacks in between. Just my view.

 

[viharpatel]

Entered Pair Trades:

Bought Nifty June 2Lots @ 5720
Sold USDINR July 10Lots @ 58.58

Positional.

i think pair in profit of 11700 almost

 

[pankajpari]

Hey GG, I have been tracking your posts for quite sometime. I have been seeing that you do not keep any SL. I understand that the pairs being mean reverting, will, at some point in time (could be 2-3 months or more), turn losses into profits.....(the risk being that if the correlation breaks in the mean time....the losses can be huge).

But then how do you decide on the Target. Similar to the losses turning into profits at some point in time, there is a risk that the profits can also turn into losses.

So do you keep a fixed Profit level (in terms of Rs. or %) or do you have any method like the Spread / Ratio moving back to the Mean.....

Will highly appreciate if you can discuss the same.

 

[akh64bit]

Hi Klewtar,

One technical question. I am using SQL 2008 with PTF. I tried to install this on Windows 7 Home 64bit machine. But the firewall is blocking this database to access internet, so PTF can't getting data from Yahoo Finance.

I have tried a lot to resolve this Firewall problem with SQL but failed, so installed PTF on a WinXP machine which is OK.

But, as the no. of pair goes many, PTF as well as the SQL kept crashing every time on my low-end WinXP machine.

Can you help me to resolve the firewall problem; or will PTF run on SQL 2012 with Win 7 machine above?

Any help is appreciated.

GG

Hi GG,e

I have installed the PairTrade Finder in my system. I am able to add different stocks of NASDAQ/NSE but I am not able to add any NSE Scripts. It gives error "error adding ITC/UCOBANK" etc. Could you please let me know what is going wrong?

Thanks in advance!!

 

[Happy_Singh]

Hello

How would be this pair.

Short Nifty Future & Long Bank Nifty Future,

Seems to me the historical co-relation must be quite skewed currently. Can anyone in known give more inputs on this?

Thanks

Happy

 

[deepbros79]

guluglu kindly clear my how i can find pair what is reson betwwen corr.. and contigation...
and sdev.. kindly intimate to me.

 

[TRADERB]

HI GG,

How your trades are going...? Curious to know ..

Binil

 

[dineshknp]

Hi GG,e

I have installed the PairTrade Finder in my system. I am able to add different stocks of NASDAQ/NSE but I am not able to add any NSE Scripts. It gives error "error adding ITC/UCOBANK" etc. Could you please let me know what is going wrong?

Thanks in advance!!

hi if any one resolve the above problem please share here.