Recent content by magin

I use both but Correlation and Co-integration never below 60%. As i am testing the parameters, they can change in future. Magín.

Hi boys, As the month has finished I close my numbers. Software: PTF Market: US Portfolio: $100.000 MaxPerTrade: $10.000 plus margin. Number Max of trade: 10 June (1st month testing PTF) Open: 7 pairs (5 concurrent) Closed: 2 pairs Earning: 1% over the portfolio. July (2do month testing...

Thanks Skc. By the time I understand the software and parameters individually, but i need to understand what the parameters do together and what happen if i modify one of them. Sadistically ratio return to the mean, but the problem are the parameters set to determine how long it take. And...

Thanks. Can you tell me please, some configuration to test and verified it fill me? I dont trade FX at the moment. Thanks. Magin

Thanks for your response. US market I trading. I have all set to 100 days, layer to 2.7 stddev and exit at 1. I like to trade pairs not long time, ten days(or less) it will be excellent to me. Any recommendation will be fine. Good trades! Magín.

Hi. i'm new in this site and in Pair trading. At this moment i read all this thread and are testing PTF. This thread is really amassing, congratulation all of yours for it. It help me a lot to understand some things. I would like to know what configuration are using in this moment at PTF...