Recent content by beatindex

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    Co-integration and pairs trading

    Hey, why are you staring at a stopped clock. I stopped posting signals there after Jan, 2011 Look at the last trades shown there. when were they posted. So, do not draw wrong conclusions from an inactive website. While the system was active, it performed well
  2. B

    Co-integration and pairs trading

    Not at all, there is no crash-burn here. the signals are doing well, exactly what it is designed to do. Look carefully at the statistics below on the following link http://stockpairs.collective2.com/cgi-perl/system51314973# It shows it has annual return of 13% and sharpe ratio of 1.45, with...
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    Co-integration and pairs trading

    I wanted to share with everyone a Stock Pairs trading system that has been successful for me for the last 3 years, in both up and down stock markets. Check it out at: http://stockpairs.collective2.com and commentary on it at: http://seekingalpha.com/author/rajeev-seth/instablog...
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