Statistical Arbitration

This is a discussion on Statistical Arbitration within the Trading Journals forums, part of the New Traders category; Originally Posted by xoden No sorry I'm not a vendor guys.....just a dumb trader trying to make some money.....I ran ...

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Old Jun 5, 2012, 10:47am   #9
j b
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No sorry I'm not a vendor guys.....just a dumb trader trying to make some money.....I ran one trade this morning, didn't make a whole lot, but made some change....I'll start posting more frequently as I have time..
Your signature has a link to a blog with 3 posts, one of which is a link to a standard-issue trading system sales page, and you're not a vendor?
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Old Jun 5, 2012, 11:43am   #10
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Not everyone sees my post here on T2W...some users are members of FF, some here, some FXFish etc....I figure if I post on the threads and place a link to my blog I can get more word out about statistical arb and get more user input and hopefully get folks to share or comment on the methods etc...

I'm just now learning about stat arb....there's not much available to it other than plain indicators....but from reading up on Jim Simons, there's a lot more to the modeling etc approach of generating the pair correlation/cointegrations....

Like I say, I'm a dumb trader, my current trading style is simple hedging which works wonders for me...but I hear SA is a better solution...so.

this is the stuff why you are getting roasted.....why bother with SA when you are working wonders ?

N
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Old Jun 5, 2012, 11:47am   #11
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look - can someone please laugh @ my statistical arbitration joke.

Was it not funny or just too intellectual?
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I cannot see., however why we should expect to find a "system" which will work in the stock market; surely the possibilities of profits for the student justify the time and effort required to learn market interpretation.

Humphrey B Neill - 1931
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Thanks! The post above is recommended by: rsh01
Old Jun 5, 2012, 7:08pm   #12
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xoden started this thread So far I'm up 172 pips with the trades I've taken this morning...still going strong...going to let things run until i get a signal to exit.

WAK-M AOW / SAP System | Myfxbook

Position updates can be seen above....
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Old Jun 5, 2012, 9:53pm   #13
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xoden started this thread I'm currently up 292 pips since this morning from my 2 statarb trade baskets...I just entered two more...

WAK-M AOW / SAP System | Myfxbook

AUDJPY and EURGBP
GBPJPY and EURAUD
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Old Jun 5, 2012, 10:53pm   #14
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look - can someone please laugh @ my statistical arbitration joke.

Was it not funny or just too intellectual?
Well it wasn't too intellectual...
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Old Jun 6, 2012, 5:57am   #15
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xoden started this thread I'm up 791 Pips since yesterday morning, trades still open...
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Old Jun 6, 2012, 6:06am   #16
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I'm up 791 Pips since yesterday morning, trades still open...
So you're up a net (since 2:53 this morning) 500 pips are you on those 4 pairs?
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