Missing Thread

Grey1

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The thread result of terrorist attack was changed to pair trading and now it has gone missing :( .. has it been deleted by error?



regards
 
Gray1

Is there a book on pair trading that you, or anyone else, could recommend.
 
Dave,

There are many books on pair trading/ Market neutral strategies but not many of them are suitable for intra day trading even though the concept can still be applied. The best place to learn about these strategies is this BB and internet.


regards
 
That must have been me when I tried to rename the thread , as requested..... I had the forsight to copy the thread to the " recycle bin" before I did anything.... :cheesy: :cheesy:
 
Gray1

Thanks, I have tried to read everything on this BB relating to pairtrading, sometimes difficult to find the information amongst the insults though. I believe I understand the concept and how it can be allied with a VWAP strategy, my main challenge at the moment is developing a robust way of matching pairs.
 
Dave,

During the course of next few month I will be expanding on that ..
Other areas which needs to be discussed is RISK ADUSTED RETURN STRATEGIES> Pair trading comes under this topic..

All in good times
 
Thanks Grey1 - I await your offerings with anticipation.

Happy New Year
 
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