Recent content by gemtrawler

thanks cooper I understand the difference between the 2 trades - but this forum is about stat arbs - and that's what I'm concentrating on here. I guess I'm essentially questioning the relevance of the correlation data as it's looking back over an extended period - in view of the fact that...

cooper1308 we are in the reporting season so my point is there will be a lot of pair trade arbs coming up as a result of FY announcements or imminent FY announcements and or market expectations. It's unavoidable. Is now therefore a bad time to pair trade ? - as news(fresh or imminent) would...

PT I've also emailed Jared the same questions.. 1. Do you have a list of say top 50 proven (over time) reliably correlated ASX pairs ? Also there's a lot of critical decision making and it's hard to make a call on some trades.. for instance .. I'm getting strong negative deviation signals...

thanks samgribbles .. i still can't get the charts for that pair ? but for about half the pairs i can. .. so maybe it's my trial version ?

i've done that but only half the pairs have all the relevant charts drawn. And I'm using stocks with > 1 bill market cap. Also for those pairs that don't have a correlation chart - we are still given an average correlation figure , but can we rely that this average correlation figure...

PT i'm just trialing your software. - on the pilot view mode - I notice that only about half of the pairs have charts, so i can't do the necessary analysis on them (i.e. there's no correlation chart, running mean average charts etc..). i also note that most of the ones you've...

what about BSL and OST ? .. is that a pair trade at the moment ?

pairs trader .. your advice has been to pair trade large caps but I've noticed you've also been trading some smaller caps. For instance .. SSM, GCL, MLB, SMX What made you choose the above stocks - and when is it appropriate to trade the smaller stocks ? .. would you trade these...

Pairs Trader can I ask you what happens during reporting seasons when 2 stocks that have shown a strong past correlation report 2 different results - one surprisingly good - one surprisingly bad. does that throw the past correlations out the window? Also what net profit result do...

So further to my last post(and perhaps flawed thinking) .. the US dollar should drop to its true value at some stage if left to its own devices, in which case gold should rise against it, as it has been kept artificially low. In fact all commodities should be rising.

My thoughts on the surprising USD strength - I'm not talking about inflation, just the dollar strength here. (Please note I'm not an economist - so would appreciate some feedback, this could be flawed thinking on my part).. Let's use crude numbers just to illustrate.. 1. Prior to all the...