Re: [amibroker] "Pairs" trading

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

I tried trading SPY / DIA as a pair.
 
Plot the spread and look for cycles....  
Reasonably succesful.  Not sure if the returns are worthwhile.
 
If you are trading high leverage items it may be 
OK.
 
Ara
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=chuck_rademacher@xxxxxxxxxx 
  href="">Chuck Rademacher 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, April 02, 2003 8:09 
  PM
  Subject: [amibroker] "Pairs" 
trading
  
  I've 
  been doing "pairs" trading for several years, even before it became 
  fashionable.   It would appear that the "foreign" feature in 
  AmiBroker lends itself to finding excellent pairs trades.
  <FONT face=Arial color=#0000ff 
  size=2> 
  Has 
  anyone else ventured down this road with AB?   I am interested in 
  sharing ideas, results, etc.Send 
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