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PureBytes Links
Trading Reference Links
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Dirk,
Thanks for the EliteTrader lead. Too much to take in at one sitting
but will get back to it over the weekend. Let us not forget that
pairs trading is a favorite FastTrack tecnique, and that the
Accutrack indicator is made for the purpose. Salil Gangal coded it
into AFL and placed it in the AB Formula Library.
http://www.amibroker.com/library/detail.php?id=298
The Relative Performance chart, coded at the end of the Tutorial
"Using graph styles, colors and titles in Indicator Builder"
gives a good of showing . . . relative performance, of course, and can be
adapted to any list of symbols.
HHP
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At 02:04 AM 29/11/2003, you wrote:
hello
ken,
there was a thread about pair
trading on this list 6 or 7 months ago. yuki gave some helpful insights
on how she used pair trading. there were also some links for further
reading. have a look at messages #38336, 38343, 38345, 38346 and
38414.
you might also want to have a look at a huge thread over at elite trader
wich i found quite useful:
http://www.elitetrader.com/vb/showthread.php?s=8457ca67e389880fbcf6e41053ffb89f&threadid=8533&perpage=6&pagenumber=1
hope this helps,
dirk
----- Original Message -----
From: Ken Close
To:
amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 28, 2003 8:25 PM
Subject: RE: [amibroker] Re: to HERMAN: N100 Correlation table
OK, very nice code, which produces a nice output.
How do you use it (profitably)? I see waaaay down at the bottom of this message string (what a long message) that it is useful for pair trading. How? (Without going blind, that is.)
Changing the red to grey lets me see the negative correlations. I guess an eyeball scan for large negative values lets you know which pairs might be “pair traded”, is that the idea? Has anyone explained how to set up pair trading to see if this is profitable?
Thanks for any added insights.
Ken
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