Recent content by lieblm

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    correlation matrix online?

    It does FX actually: =GoogleFinance("CURRENCY:USDEUR")
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    Pairtrade Finder

    Just FYI - solved by copying the IQ32.dll file from the IQfeed installation folder to the PTF installation folder.
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    Pairtrade Finder

    Guys, anyone would have a clue about how to make PairTradeFinder running with IQfeed? All I get after enabling the "Enable IQ feed" option in preferences is the "Unable to load dll IQ32.dll" exception at the startup.. Both IQfeed client and PTF are the most recent versions, IQfeed works fine...
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    Pairtrade Finder

    Cointegration ≥ 0.9 % Winning ≥ 0.8 # T ≥ 8 per year tested AVG C ≥ 0.6 Profit Per Trade ≥ $40 (my base amount per pair leg is $2000) I perform backtest for Ratio/Stretch Lookback values between 10-40 and see if a pair succeed in several of them. Then I perform a visual check of the P/L and...
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    Pairtrade Finder

    Hi, I've been testing PairTradeFinder for several months now and I am quite happy with it. I plan to use it for real pair trading. I'd be happy to share more details if anyone is interested
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    Pairs Trading UK & US Stocks Journal

    Hi, just wondering - anyone would be interested in puttting some life to this subject? I am starting to use PairTradeFinder for trading US stock pairs, have been backtesting for some months now and have almost 20 pairs in my paper portfolio. Any other soul around here would be interested in...
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